-37.6%
SMCI vs GEV
+46.2%
-83.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -9.3% | +3.6% | -0.9% |
| 7D | -17.3% | -5.1% | -12.2% | -15.1% |
| 30D | -31.5% | -15.8% | -15.6% | -25.3% |
| 3M | -6.6% | -18.2% | +11.6% | +3.1% |
| 6M | +6.0% | -22.4% | +28.4% | +17.3% |
| YTD | +1.1% | +27.7% | -26.6% | -8.1% |
| 1Y | -37.6% | +52.4% | -89.9% | -46.1% |
| All | -37.6% | +46.2% | -83.8% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEV.
Daily Out/Under-Performance
Portfolio return minus GEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEV 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 GEV 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