+2,967.4%
SMCI vs EXPE
+779.3%
+2,188.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | -0.1% |
| 7D | -6.6% | -0.5% | -6.1% | -6.4% |
| 30D | -24.9% | -6.1% | -18.8% | -24.5% |
| 3M | -31.4% | -21.3% | -10.1% | -28.0% |
| 6M | -16.0% | +19.0% | -35.0% | -22.6% |
| YTD | -8.2% | -8.4% | +0.2% | -10.0% |
| 1Y | -23.4% | -2.8% | -20.6% | -26.3% |
| 3Y | +5.0% | +120.8% | -115.7% | -23.6% |
| 5Y | +515.0% | +46.2% | +468.8% | +382.8% |
| 10Y | +953.7% | +123.8% | +829.9% | +560.5% |
| All | +2,967.4% | +779.3% | +2,188.0% | +918.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling