+4,167.1%
SMCI vs ET
+836.7%
+3,330.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.1% |
| 7D | -1.3% | +1.4% | -2.6% | -1.7% |
| 30D | +18.3% | +4.6% | +13.7% | +16.7% |
| 3M | +27.7% | +16.0% | +11.7% | +21.9% |
| 6M | +17.6% | +22.8% | -5.2% | +9.8% |
| YTD | +27.7% | +38.9% | -11.1% | +14.7% |
| 1Y | -14.9% | +34.1% | -49.0% | -22.7% |
| 3Y | +33.2% | +98.8% | -65.6% | +9.1% |
| 5Y | +921.6% | +246.8% | +674.8% | +613.8% |
| 10Y | +1,672.4% | +174.4% | +1,498.0% | +1,120.1% |
| All | +4,167.1% | +836.7% | +3,330.4% | +945.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling