+21.3%
SMCI vs ES
-2.8%
+24.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.6% | +5.1% | +4.7% |
| 7D | +6.8% | +0.3% | +6.5% | +6.7% |
| 30D | +30.6% | -2.0% | +32.5% | +31.1% |
| 3M | -15.6% | +1.7% | -17.3% | -17.2% |
| 6M | +21.3% | -3.5% | +24.8% | +45.1% |
| All | +21.3% | -2.8% | +24.0% | +45.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling