+921.6%
SMCI vs ESI
+66.0%
+855.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.5% | +0.5% | -0.3% |
| 7D | -1.3% | -2.3% | +1.0% | +0.7% |
| 30D | +18.3% | -9.0% | +27.3% | +28.0% |
| 3M | +27.7% | -13.3% | +41.0% | +44.2% |
| 6M | +17.6% | +5.3% | +12.3% | +15.1% |
| YTD | +27.7% | +37.6% | -9.9% | +1.0% |
| 1Y | -14.9% | +33.6% | -48.5% | -31.4% |
| 3Y | +33.2% | +75.8% | -42.6% | -15.1% |
| 5Y | +921.6% | +68.6% | +853.0% | +590.8% |
| All | +921.6% | +66.0% | +855.6% | +590.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling