-21.6%
SMCI vs EXPD
+40.0%
-61.7%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +2.9% | +6.6% | +8.3% |
| 7D | +2.8% | -1.6% | +4.4% | +3.6% |
| 30D | -23.9% | +0.6% | -24.5% | -23.8% |
| 3M | -3.7% | +9.8% | -13.5% | -6.5% |
| 6M | -9.2% | +25.8% | -35.0% | -14.6% |
| YTD | +4.0% | +31.3% | -27.3% | -3.1% |
| 1Y | -21.6% | +40.9% | -62.6% | -26.8% |
| All | -21.6% | +40.0% | -61.7% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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