+40.4%
SMCI vs EXPE
+149.5%
-109.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.1% |
| 7D | +5.2% | -11.5% | +16.7% | +8.5% |
| 30D | +23.7% | -13.1% | +36.8% | +27.9% |
| 3M | -4.2% | +18.1% | -22.4% | -10.3% |
| 6M | +21.7% | +13.3% | +8.5% | +14.9% |
| YTD | +33.0% | -3.2% | +36.2% | +30.3% |
| 1Y | -9.3% | +26.1% | -35.4% | -19.8% |
| All | +40.4% | +149.5% | -109.1% | +0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling