+26.1%
SMCI vs HYG
+1.3%
+24.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | 0.0% | +7.3% | +7.6% |
| 7D | +1.3% | -0.7% | +2.0% | +10.4% |
| 30D | +6.6% | -0.7% | +7.3% | +16.7% |
| 3M | +25.4% | -0.2% | +25.6% | +28.8% |
| 6M | +26.1% | +1.4% | +24.7% | +14.0% |
| All | +26.1% | +1.3% | +24.9% | +14.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling