+34.8%
SMCI vs EW
+17.2%
+17.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.7% | -4.3% |
| 7D | -1.3% | -3.4% | +2.1% | +0.2% |
| 30D | +18.3% | -7.4% | +25.6% | +22.3% |
| 3M | +27.7% | +0.9% | +26.8% | +25.8% |
| 6M | +17.6% | +1.2% | +16.4% | +16.2% |
| YTD | +27.7% | +1.8% | +25.9% | +25.5% |
| 1Y | -14.9% | +10.8% | -25.7% | -20.0% |
| All | +34.8% | +17.2% | +17.5% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling