-2.7%
SMCI vs ITOT
+20.8%
-23.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.3% | +4.9% | +5.7% |
| 7D | +6.8% | +0.1% | +6.7% | +6.3% |
| 30D | +30.6% | 0.0% | +30.6% | +31.1% |
| 3M | -15.6% | +2.0% | -17.5% | -18.8% |
| 6M | +21.3% | +13.0% | +8.2% | -13.6% |
| YTD | +35.3% | +14.0% | +21.3% | -5.3% |
| 1Y | -2.7% | +19.9% | -22.6% | -36.3% |
| All | -2.7% | +20.8% | -23.5% | -36.3% |
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