+1,560.5%
SMCI vs IR
+271.1%
+1,289.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.2% | +7.5% | +7.4% |
| 7D | +1.3% | -4.5% | +5.8% | +3.7% |
| 30D | +6.6% | -13.9% | +20.6% | +15.1% |
| 3M | +25.4% | -0.3% | +25.8% | +24.7% |
| 6M | +26.1% | -14.3% | +40.5% | +36.9% |
| YTD | +37.0% | -7.9% | +44.9% | +43.4% |
| 1Y | -8.8% | -9.9% | +1.1% | -4.0% |
| 3Y | +44.6% | +6.5% | +38.1% | +41.6% |
| 5Y | +995.9% | +34.0% | +961.9% | +869.1% |
| All | +1,560.5% | +271.1% | +1,289.4% | +1,043.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling