+40.4%
SMCI vs IR
+5.7%
+34.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.3% | -1.8% |
| 7D | +5.2% | -1.9% | +7.1% | +6.8% |
| 30D | +23.7% | -15.0% | +38.8% | +39.5% |
| 3M | -4.2% | -0.4% | -3.8% | -4.2% |
| 6M | +21.7% | -15.0% | +36.8% | +36.4% |
| YTD | +33.0% | -7.1% | +40.1% | +39.6% |
| 1Y | -9.3% | -7.5% | -1.8% | -5.3% |
| All | +40.4% | +5.7% | +34.7% | +33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling