-2.7%
SMCI vs ET
+31.4%
-34.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.3% | +4.3% | +4.6% |
| 7D | +6.8% | +0.9% | +5.9% | +7.0% |
| 30D | +30.6% | +7.5% | +23.1% | +33.5% |
| 3M | -15.6% | +11.4% | -27.0% | -12.5% |
| 6M | +21.3% | +18.5% | +2.7% | +23.3% |
| YTD | +35.3% | +37.4% | -2.1% | +26.2% |
| 1Y | -2.7% | +30.9% | -33.7% | -10.9% |
| All | -2.7% | +31.4% | -34.1% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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