+1,512.0%
SMCI vs IR
+274.4%
+1,237.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.3% | -2.2% |
| 7D | +5.2% | -1.9% | +7.1% | +6.3% |
| 30D | +23.7% | -15.0% | +38.8% | +34.4% |
| 3M | -4.2% | -0.4% | -3.8% | -3.8% |
| 6M | +21.7% | -15.0% | +36.8% | +32.6% |
| YTD | +33.0% | -7.1% | +40.1% | +38.6% |
| 1Y | -9.3% | -7.5% | -1.8% | -5.8% |
| 3Y | +38.7% | +6.3% | +32.4% | +35.9% |
| 5Y | +967.2% | +37.3% | +929.8% | +834.4% |
| All | +1,512.0% | +274.4% | +1,237.6% | +1,005.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling