-8.8%
SMCI vs IBM
-3.1%
-5.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.0% | +3.3% | +6.0% |
| 7D | +1.3% | +3.6% | -2.3% | +0.2% |
| 30D | +6.6% | +3.1% | +3.5% | +5.6% |
| 3M | +25.4% | -10.8% | +36.3% | +26.6% |
| 6M | +26.1% | -0.8% | +27.0% | +23.7% |
| YTD | +37.0% | -16.2% | +53.2% | +42.0% |
| 1Y | -8.8% | -2.9% | -5.9% | -5.0% |
| All | -8.8% | -3.1% | -5.7% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 IBM 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