-8.8%
SMCI vs GAP
-7.6%
-1.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.9% | +4.4% | +6.8% |
| 7D | +1.3% | -4.1% | +5.4% | +2.0% |
| 30D | +6.6% | +6.2% | +0.4% | +5.2% |
| 3M | +25.4% | -0.7% | +26.1% | +25.6% |
| 6M | +26.1% | -7.1% | +33.3% | +25.6% |
| YTD | +37.0% | -14.1% | +51.1% | +41.4% |
| 1Y | -8.8% | -8.5% | -0.3% | -3.7% |
| All | -8.8% | -7.6% | -1.1% | -3.7% |
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