-49.3%
SMCI vs IRE
-97.7%
+48.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -15.8% | +13.0% | -0.2% |
| 7D | -11.5% | -41.9% | +30.4% | -5.3% |
| 30D | -33.6% | -75.1% | +41.5% | -20.0% |
| 3M | -11.7% | -82.4% | +70.7% | +10.2% |
| 6M | -21.4% | -95.5% | +74.1% | +9.9% |
| YTD | -5.1% | -93.1% | +88.0% | +18.6% |
| 1Y | -30.9% | -97.8% | +66.9% | -14.3% |
| All | -49.3% | -97.7% | +48.4% | -36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling