-37.6%
SMCI vs IJH
+17.8%
-55.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.6% | -6.3% | -7.6% |
| 7D | -17.3% | +1.7% | -19.0% | -21.9% |
| 30D | -31.5% | +1.2% | -32.7% | -34.2% |
| 3M | -6.6% | -3.4% | -3.2% | +5.0% |
| 6M | +6.0% | +3.7% | +2.3% | +1.2% |
| YTD | +1.1% | +13.9% | -12.8% | -19.8% |
| 1Y | -37.6% | +17.4% | -55.0% | -53.1% |
| All | -37.6% | +17.8% | -55.3% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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