+34.8%
SMCI vs GAP
+103.6%
-68.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -3.3% |
| 7D | -1.3% | -6.3% | +5.0% | +0.7% |
| 30D | +18.3% | -0.2% | +18.5% | +17.4% |
| 3M | +27.7% | 0.0% | +27.7% | +26.3% |
| 6M | +17.6% | -8.1% | +25.7% | +18.4% |
| YTD | +27.7% | -16.5% | +44.2% | +32.3% |
| 1Y | -14.9% | -10.5% | -4.4% | -14.7% |
| All | +34.8% | +103.6% | -68.8% | +4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling