+921.6%
SMCI vs IR
+35.0%
+886.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.5% |
| 7D | -1.3% | -3.1% | +1.8% | +1.2% |
| 30D | +18.3% | -14.0% | +32.3% | +32.7% |
| 3M | +27.7% | +3.7% | +24.0% | +22.2% |
| 6M | +17.6% | -15.4% | +33.0% | +33.3% |
| YTD | +27.7% | -7.7% | +35.4% | +35.1% |
| 1Y | -14.9% | -8.8% | -6.1% | -10.1% |
| 3Y | +33.2% | +5.6% | +27.6% | +21.5% |
| 5Y | +921.6% | +34.3% | +887.3% | +642.9% |
| All | +921.6% | +35.0% | +886.6% | +642.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling