+34.8%
SMCI vs ESI
+73.2%
-38.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.5% | +0.5% | -0.1% |
| 7D | -1.3% | -2.3% | +1.0% | +0.8% |
| 30D | +18.3% | -9.0% | +27.3% | +28.5% |
| 3M | +27.7% | -13.3% | +41.0% | +44.9% |
| 6M | +17.6% | +5.3% | +12.3% | +14.9% |
| YTD | +27.7% | +37.6% | -9.9% | +0.1% |
| 1Y | -14.9% | +33.6% | -48.5% | -32.0% |
| All | +34.8% | +73.2% | -38.4% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling