+44.6%
SMCI vs EXEL
+154.7%
-110.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.3% | +9.6% | +7.2% |
| 7D | +1.3% | -4.9% | +6.2% | +1.2% |
| 30D | +6.6% | +11.4% | -4.8% | +6.8% |
| 3M | +25.4% | +4.9% | +20.5% | +25.6% |
| 6M | +26.1% | +34.4% | -8.3% | +26.9% |
| YTD | +37.0% | +28.0% | +9.0% | +37.1% |
| 1Y | -8.8% | +43.6% | -52.4% | -6.9% |
| 3Y | +44.6% | +155.2% | -110.6% | +79.7% |
| All | +44.6% | +154.7% | -110.1% | +79.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling