-14.9%
SMCI vs IR
-8.6%
-6.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.5% |
| 7D | -1.3% | -3.1% | +1.8% | +0.9% |
| 30D | +18.3% | -14.0% | +32.3% | +31.1% |
| 3M | +27.7% | +3.7% | +24.0% | +21.6% |
| 6M | +17.6% | -15.4% | +33.0% | +26.5% |
| YTD | +27.7% | -7.7% | +35.4% | +39.1% |
| All | -14.9% | -8.6% | -6.3% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling