+1,770.3%
SMCI vs HYG
+56.1%
+1,714.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | 0.0% | +7.3% | +7.3% |
| 7D | +1.3% | -0.7% | +2.0% | +3.2% |
| 30D | +6.6% | -0.7% | +7.3% | +8.7% |
| 3M | +25.4% | -0.2% | +25.6% | +26.5% |
| 6M | +26.1% | +1.4% | +24.7% | +25.2% |
| YTD | +37.0% | +1.5% | +35.5% | +36.3% |
| 1Y | -8.8% | +2.9% | -11.7% | -12.0% |
| 3Y | +44.6% | +25.6% | +19.0% | -6.4% |
| 5Y | +995.9% | +18.6% | +977.4% | +724.1% |
| All | +1,770.3% | +56.1% | +1,714.3% | +923.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 10y: compounded portfolio wealth divided by compounded HYG 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…
10y analysis · Full analysis span regression · 6 months rolling