-37.6%
SMCI vs ESI
+27.8%
-65.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.6% | -1.1% | -1.3% |
| 7D | -17.3% | -6.6% | -10.8% | -11.7% |
| 30D | -31.5% | -10.9% | -20.5% | -23.5% |
| 3M | -6.6% | -13.8% | +7.2% | +7.4% |
| 6M | +6.0% | -21.5% | +27.6% | +33.3% |
| YTD | +1.1% | +34.7% | -33.5% | -18.9% |
| 1Y | -37.6% | +24.9% | -62.4% | -47.7% |
| All | -37.6% | +27.8% | -65.4% | -47.7% |
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