+921.6%
SMCI vs EXPE
+90.4%
+831.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.6% | -5.6% | -4.4% |
| 7D | -1.3% | -8.7% | +7.4% | +1.1% |
| 30D | +18.3% | -13.6% | +31.9% | +22.7% |
| 3M | +27.7% | +26.6% | +1.1% | +16.6% |
| 6M | +17.6% | +19.9% | -2.4% | +9.3% |
| YTD | +27.7% | -1.7% | +29.4% | +24.6% |
| 1Y | -14.9% | +29.4% | -44.3% | -24.7% |
| 3Y | +33.2% | +155.7% | -122.5% | -8.7% |
| 5Y | +921.6% | +93.1% | +828.5% | +632.8% |
| All | +921.6% | +90.4% | +831.2% | +632.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling