+5.0%
SMCI vs ES
+53.3%
-48.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.4% |
| 7D | -6.6% | +2.7% | -9.3% | -6.3% |
| 30D | -24.9% | +7.6% | -32.5% | -24.4% |
| 3M | -31.4% | +0.5% | -31.9% | -31.1% |
| 6M | -16.0% | +7.6% | -23.6% | -15.5% |
| YTD | -8.2% | +10.2% | -18.4% | -7.0% |
| 1Y | -23.4% | +1.8% | -25.3% | -23.3% |
| 3Y | +5.0% | +55.4% | -50.3% | -5.9% |
| All | +5.0% | +53.3% | -48.3% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling