-37.6%
SMCI vs EW
+19.7%
-57.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +4.4% | -10.1% | -6.6% |
| 7D | -17.3% | +8.3% | -25.6% | -18.8% |
| 30D | -31.5% | +13.9% | -45.4% | -33.5% |
| 3M | -6.6% | +10.9% | -17.5% | -9.0% |
| 6M | +6.0% | +19.2% | -13.2% | -0.7% |
| YTD | +1.1% | +16.6% | -15.4% | -3.7% |
| 1Y | -37.6% | +18.1% | -55.6% | -41.4% |
| All | -37.6% | +19.7% | -57.2% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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