-37.6%
SMCI vs ITOT
+14.7%
-52.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.5% | -7.3% | -11.6% |
| 7D | -17.3% | -0.7% | -16.7% | -15.4% |
| 30D | -31.5% | -1.1% | -30.4% | -28.1% |
| 3M | -6.6% | -0.8% | -5.8% | -2.0% |
| 6M | +6.0% | +7.0% | -1.0% | -11.0% |
| YTD | +1.1% | +13.3% | -12.2% | -27.5% |
| 1Y | -37.6% | +14.8% | -52.4% | -56.5% |
| All | -37.6% | +14.7% | -52.2% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 1y: compounded portfolio wealth divided by compounded ITOT 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…
1y analysis · Full analysis span regression · 6 months rolling