-2.7%
SMCI vs ESI
+44.5%
-47.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.9% | +1.6% | +1.9% |
| 7D | +6.8% | +3.3% | +3.4% | +3.7% |
| 30D | +30.6% | -5.9% | +36.4% | +37.7% |
| 3M | -15.6% | -14.1% | -1.5% | -2.3% |
| 6M | +21.3% | +6.6% | +14.7% | +16.7% |
| YTD | +35.3% | +45.0% | -9.8% | +3.4% |
| 1Y | -2.7% | +41.5% | -44.2% | -23.3% |
| All | -2.7% | +44.5% | -47.3% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling