+4,477.6%
SMCI vs ITOT
+643.1%
+3,834.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.8% | +6.4% | +6.2% |
| 7D | +1.3% | -0.9% | +2.2% | +2.6% |
| 30D | +6.6% | -1.5% | +8.1% | +9.0% |
| 3M | +25.4% | +3.6% | +21.9% | +20.8% |
| 6M | +26.1% | +13.7% | +12.4% | +11.6% |
| YTD | +37.0% | +12.9% | +24.1% | +23.1% |
| 1Y | -8.8% | +17.2% | -25.9% | -21.1% |
| 3Y | +44.6% | +75.6% | -31.0% | -17.5% |
| 5Y | +995.9% | +75.5% | +920.4% | +544.7% |
| 10Y | +1,801.4% | +302.0% | +1,499.4% | +339.4% |
| All | +4,477.6% | +643.1% | +3,834.5% | +344.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling