-31.8%
SMCI vs IRE
-85.3%
+53.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.8% | +3.8% | -2.8% |
| 7D | -1.3% | +7.9% | -9.2% | -2.6% |
| 30D | +18.3% | +9.3% | +9.0% | +15.5% |
| 3M | +27.7% | -52.3% | +80.0% | +32.6% |
| 6M | +17.6% | -38.5% | +56.1% | +17.4% |
| YTD | +27.7% | -54.8% | +82.5% | +24.0% |
| All | -31.8% | -85.3% | +53.4% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling