+4,167.1%
SMCI vs ITW
+716.4%
+3,450.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.4% | -4.3% |
| 7D | -1.3% | -2.4% | +1.1% | +0.4% |
| 30D | +18.3% | -9.5% | +27.8% | +26.8% |
| 3M | +27.7% | +6.6% | +21.1% | +20.8% |
| 6M | +17.6% | -1.8% | +19.3% | +19.0% |
| YTD | +27.7% | +9.0% | +18.7% | +20.1% |
| 1Y | -14.9% | +3.6% | -18.4% | -17.6% |
| 3Y | +33.2% | +19.4% | +13.7% | +12.8% |
| 5Y | +921.6% | +36.4% | +885.2% | +685.0% |
| 10Y | +1,672.4% | +190.0% | +1,482.4% | +638.3% |
| All | +4,167.1% | +716.4% | +3,450.7% | +656.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling