+1,770.3%
SMCI vs IYR
+69.7%
+1,700.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.8% | +6.5% | +6.6% |
| 7D | +1.3% | -1.4% | +2.6% | +2.6% |
| 30D | +6.6% | -2.7% | +9.3% | +9.2% |
| 3M | +25.4% | -2.1% | +27.6% | +26.8% |
| 6M | +26.1% | +3.6% | +22.5% | +22.6% |
| YTD | +37.0% | +8.1% | +28.9% | +28.5% |
| 1Y | -8.8% | +4.7% | -13.5% | -12.1% |
| 3Y | +44.6% | +29.1% | +15.5% | +16.9% |
| 5Y | +995.9% | +6.9% | +989.0% | +933.9% |
| All | +1,770.3% | +69.7% | +1,700.6% | +1,133.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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