-2.7%
SMCI vs GAP
+1.5%
-4.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.5% | +4.0% | +4.5% |
| 7D | +6.8% | -4.5% | +11.2% | +7.5% |
| 30D | +30.6% | +9.0% | +21.5% | +28.1% |
| 3M | -15.6% | +5.0% | -20.6% | -16.1% |
| 6M | +21.3% | -17.8% | +39.1% | +24.3% |
| YTD | +35.3% | -10.4% | +45.7% | +38.7% |
| 1Y | -2.7% | -3.4% | +0.7% | +1.3% |
| All | -2.7% | +1.5% | -4.2% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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