-23.4%
SMCI vs EXC
+3.6%
-27.1%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | +0.1% |
| 7D | -6.6% | +1.4% | -8.0% | -6.1% |
| 30D | -24.9% | +8.6% | -33.5% | -22.9% |
| 3M | -31.4% | +2.4% | -33.8% | -30.3% |
| 6M | -16.0% | +6.5% | -22.5% | -14.1% |
| YTD | -8.2% | +9.0% | -17.2% | -0.7% |
| 1Y | -23.4% | +4.6% | -28.0% | -16.7% |
| All | -23.4% | +3.6% | -27.1% | -16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling