+523.6%
SMCI vs EW
-7.9%
+531.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -1.0% |
| 7D | -6.6% | +4.9% | -11.5% | -8.4% |
| 30D | -24.9% | +23.9% | -48.8% | -31.6% |
| 3M | -31.4% | +15.8% | -47.1% | -35.9% |
| 6M | -16.0% | +31.7% | -47.7% | -26.2% |
| YTD | -8.2% | +25.7% | -33.9% | -17.8% |
| 1Y | -23.4% | +24.4% | -47.9% | -31.2% |
| 3Y | +5.0% | +65.9% | -60.8% | -19.9% |
| All | +523.6% | -7.9% | +531.5% | +527.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling