+2,967.4%
SMCI vs IVV
+658.4%
+2,308.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | +0.1% |
| 7D | -6.6% | +2.6% | -9.1% | -9.6% |
| 30D | -24.9% | -2.0% | -22.9% | -22.4% |
| 3M | -31.4% | -2.8% | -28.6% | -28.0% |
| 6M | -16.0% | +2.2% | -18.2% | -15.5% |
| YTD | -8.2% | +11.5% | -19.7% | -15.5% |
| 1Y | -23.4% | +13.5% | -36.9% | -30.8% |
| 3Y | +5.0% | +78.1% | -73.0% | -40.6% |
| 5Y | +515.0% | +73.1% | +441.9% | +272.2% |
| 10Y | +953.7% | +310.4% | +643.3% | +143.3% |
| All | +2,967.4% | +658.4% | +2,308.9% | +215.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling