+399.6%
SMCI vs GEHC
+6.6%
+393.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.7% | +3.1% |
| 7D | +9.7% | -5.2% | +14.8% | +12.3% |
| 30D | +29.3% | -7.0% | +36.3% | +33.6% |
| 3M | -8.5% | +3.3% | -11.8% | -11.6% |
| 6M | +28.6% | -10.0% | +38.6% | +33.7% |
| YTD | +37.5% | -18.5% | +56.0% | +50.6% |
| 1Y | +0.5% | -14.4% | +15.0% | +6.5% |
| 3Y | +43.4% | +3.4% | +40.0% | +37.1% |
| All | +399.6% | +6.6% | +393.0% | +449.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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