+4,495.9%
SMCI vs IBM
+377.0%
+4,118.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.5% |
| 7D | +9.7% | +0.3% | +9.4% | +9.5% |
| 30D | +29.3% | -1.5% | +30.8% | +30.5% |
| 3M | -8.5% | -16.8% | +8.3% | -2.5% |
| 6M | +28.6% | -9.0% | +37.6% | +29.1% |
| YTD | +37.5% | -20.1% | +57.6% | +48.6% |
| 1Y | +0.5% | -7.0% | +7.6% | -2.9% |
| 3Y | +43.4% | +72.4% | -28.9% | -12.5% |
| 5Y | +1,008.2% | +112.0% | +896.2% | +484.3% |
| 10Y | +1,776.0% | +131.6% | +1,644.5% | +774.9% |
| All | +4,495.9% | +377.0% | +4,118.8% | +971.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling