-37.6%
SMCI vs EWZ
+7.8%
-45.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.6% | -7.3% | -6.6% |
| 7D | -17.3% | -4.1% | -13.3% | -15.4% |
| 30D | -31.5% | -25.0% | -6.5% | -21.1% |
| 3M | -6.6% | -10.6% | +4.0% | -9.9% |
| 6M | +6.0% | -16.6% | +22.6% | +9.9% |
| YTD | +1.1% | +2.5% | -1.3% | +0.5% |
| 1Y | -37.6% | +8.1% | -45.6% | -40.2% |
| All | -37.6% | +7.8% | -45.4% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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