+1,643.5%
SMCI vs IVV
+321.5%
+1,322.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.1% |
| 7D | -1.3% | -2.0% | +0.7% | +1.8% |
| 30D | +18.3% | -1.6% | +19.9% | +21.6% |
| 3M | +27.7% | +4.8% | +23.0% | +20.2% |
| 6M | +17.6% | +12.6% | +5.0% | +3.4% |
| YTD | +27.7% | +11.8% | +15.9% | +14.2% |
| 1Y | -14.9% | +17.6% | -32.4% | -28.4% |
| 3Y | +33.2% | +77.0% | -43.8% | -29.0% |
| 5Y | +921.6% | +82.6% | +839.0% | +440.7% |
| All | +1,643.5% | +321.5% | +1,322.0% | +261.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV 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 10y: compounded portfolio wealth divided by compounded IVV 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…
10y analysis · Full analysis span regression · 6 months rolling