+2,723.3%
SMCI vs ESI
+226.4%
+2,496.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.4% |
| 7D | +9.7% | +5.4% | +4.3% | +7.2% |
| 30D | +29.3% | -4.2% | +33.5% | +32.0% |
| 3M | -8.5% | -9.6% | +1.1% | -3.0% |
| 6M | +28.6% | +18.3% | +10.3% | +22.4% |
| YTD | +37.5% | +45.8% | -8.3% | +20.6% |
| 1Y | +0.5% | +39.2% | -38.6% | -10.2% |
| 3Y | +43.4% | +86.3% | -42.8% | +15.7% |
| 5Y | +1,008.2% | +76.2% | +932.0% | +812.3% |
| 10Y | +1,776.0% | +306.8% | +1,469.3% | +1,075.8% |
| All | +2,723.3% | +226.4% | +2,496.9% | +1,828.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling