+523.6%
SMCI vs IR
+46.0%
+477.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.2% |
| 7D | -6.6% | +2.5% | -9.1% | -8.6% |
| 30D | -24.9% | +9.2% | -34.1% | -30.3% |
| 3M | -31.4% | +0.9% | -32.3% | -32.5% |
| 6M | -16.0% | +19.2% | -35.3% | -27.5% |
| YTD | -8.2% | +7.5% | -15.7% | -14.4% |
| 1Y | -23.4% | +11.7% | -35.2% | -31.1% |
| 3Y | +5.0% | +23.9% | -18.9% | -16.3% |
| All | +523.6% | +46.0% | +477.6% | +302.4% |
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