-63.5%
SMCI vs GEV
+706.8%
-770.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.1% | -2.4% |
| 7D | -1.3% | -1.9% | +0.6% | -0.2% |
| 30D | +18.3% | -8.7% | +27.0% | +24.5% |
| 3M | +27.7% | +6.6% | +21.1% | +19.9% |
| 6M | +17.6% | +10.2% | +7.4% | +9.7% |
| YTD | +27.7% | +41.6% | -13.9% | +2.3% |
| 1Y | -14.9% | +43.9% | -58.8% | -33.9% |
| All | -63.5% | +706.8% | -770.3% | -89.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling