+4,167.1%
SMCI vs EWJ
+129.0%
+4,038.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.4% |
| 7D | -1.3% | -1.5% | +0.2% | +0.3% |
| 30D | +18.3% | +0.2% | +18.1% | +18.6% |
| 3M | +27.7% | +8.6% | +19.1% | +19.0% |
| 6M | +17.6% | +12.1% | +5.4% | +10.1% |
| YTD | +27.7% | +20.1% | +7.6% | +12.4% |
| 1Y | -14.9% | +25.2% | -40.0% | -27.6% |
| 3Y | +33.2% | +70.8% | -37.6% | -15.0% |
| 5Y | +921.6% | +49.2% | +872.4% | +653.9% |
| 10Y | +1,672.4% | +138.6% | +1,533.8% | +791.7% |
| All | +4,167.1% | +129.0% | +4,038.1% | +1,864.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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