+1,770.3%
SMCI vs EXEL
+375.2%
+1,395.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.3% | +9.6% | +7.6% |
| 7D | +1.3% | -4.9% | +6.2% | +2.0% |
| 30D | +6.6% | +11.4% | -4.8% | +4.9% |
| 3M | +25.4% | +4.9% | +20.5% | +24.2% |
| 6M | +26.1% | +34.4% | -8.3% | +20.6% |
| YTD | +37.0% | +28.0% | +9.0% | +31.7% |
| 1Y | -8.8% | +43.6% | -52.4% | -14.1% |
| 3Y | +44.6% | +155.2% | -110.6% | +20.1% |
| 5Y | +995.9% | +181.2% | +814.8% | +777.3% |
| All | +1,770.3% | +375.2% | +1,395.1% | +1,285.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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