+980.0%
SMCI vs HYG
+18.4%
+961.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | 0.0% | +7.3% | +7.4% |
| 7D | +1.3% | -0.7% | +2.0% | +3.7% |
| 30D | +6.6% | -0.7% | +7.3% | +9.3% |
| 3M | +25.4% | -0.2% | +25.6% | +26.7% |
| 6M | +26.1% | +1.4% | +24.7% | +24.8% |
| YTD | +37.0% | +1.5% | +35.5% | +35.9% |
| 1Y | -8.8% | +2.9% | -11.7% | -12.8% |
| 3Y | +44.6% | +25.6% | +19.0% | -12.7% |
| All | +980.0% | +18.4% | +961.6% | +799.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling