+17.6%
SMCI vs ITW
-2.5%
+20.1%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.4% | -4.4% |
| 7D | -1.3% | -2.4% | +1.1% | +0.6% |
| 30D | +18.3% | -9.5% | +27.8% | +28.4% |
| 3M | +27.7% | +6.6% | +21.1% | +9.1% |
| 6M | +17.6% | -1.8% | +19.3% | +12.6% |
| All | +17.6% | -2.5% | +20.1% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 6mo: compounded portfolio wealth divided by compounded ITW 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…
6mo analysis · Full analysis span regression · 6 months rolling