-2.7%
SMCI vs EXE
+3.1%
-5.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.2% | +5.7% | +4.8% |
| 7D | +6.8% | -0.3% | +7.0% | +6.8% |
| 30D | +30.6% | +8.5% | +22.1% | +27.2% |
| 3M | -15.6% | +5.5% | -21.0% | -17.5% |
| 6M | +21.3% | -5.9% | +27.2% | +22.8% |
| YTD | +35.3% | -9.7% | +45.0% | +38.5% |
| 1Y | -2.7% | +3.6% | -6.3% | -3.2% |
| All | -2.7% | +3.1% | -5.8% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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