+1,770.3%
SMCI vs ESI
+312.8%
+1,457.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.5% | +6.8% | +7.0% |
| 7D | +1.3% | -4.6% | +5.9% | +4.2% |
| 30D | +6.6% | -10.5% | +17.1% | +13.8% |
| 3M | +25.4% | -19.8% | +45.2% | +43.4% |
| 6M | +26.1% | +5.8% | +20.3% | +25.3% |
| YTD | +37.0% | +38.3% | -1.3% | +17.9% |
| 1Y | -8.8% | +31.5% | -40.3% | -19.4% |
| 3Y | +44.6% | +80.7% | -36.1% | +9.3% |
| 5Y | +995.9% | +69.4% | +926.5% | +751.6% |
| All | +1,770.3% | +312.8% | +1,457.6% | +987.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling