+1,643.5%
SMCI vs EXC
+159.4%
+1,484.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.8% |
| 7D | -1.3% | -1.6% | +0.3% | -0.9% |
| 30D | +18.3% | -2.4% | +20.7% | +19.0% |
| 3M | +27.7% | -4.0% | +31.7% | +28.9% |
| 6M | +17.6% | -9.8% | +27.4% | +20.7% |
| YTD | +27.7% | +2.3% | +25.4% | +26.2% |
| 1Y | -14.9% | +3.8% | -18.7% | -16.4% |
| 3Y | +33.2% | +19.7% | +13.4% | +19.7% |
| 5Y | +921.6% | +45.6% | +876.0% | +710.8% |
| All | +1,643.5% | +159.4% | +1,484.1% | +1,013.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling