+1,770.3%
SMCI vs EXPE
+169.0%
+1,601.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.4% | +5.9% | +6.8% |
| 7D | +1.3% | -5.8% | +7.1% | +3.0% |
| 30D | +6.6% | -13.6% | +20.2% | +10.9% |
| 3M | +25.4% | +25.2% | +0.2% | +14.5% |
| 6M | +26.1% | +22.3% | +3.8% | +16.2% |
| YTD | +37.0% | -0.3% | +37.3% | +32.9% |
| 1Y | -8.8% | +27.8% | -36.6% | -19.3% |
| 3Y | +44.6% | +162.4% | -117.8% | -2.7% |
| 5Y | +995.9% | +95.8% | +900.1% | +664.7% |
| All | +1,770.3% | +169.0% | +1,601.4% | +920.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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