+1,770.3%
SMCI vs LYB
+48.3%
+1,722.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.9% | +8.2% | +7.6% |
| 7D | +1.3% | +0.3% | +1.0% | +1.2% |
| 30D | +6.6% | +2.5% | +4.2% | +5.2% |
| 3M | +25.4% | +1.4% | +24.0% | +23.4% |
| 6M | +26.1% | -3.5% | +29.6% | +22.6% |
| YTD | +37.0% | +52.0% | -15.0% | +8.4% |
| 1Y | -8.8% | +22.1% | -30.8% | -21.3% |
| 3Y | +44.6% | -22.8% | +67.4% | +49.7% |
| 5Y | +995.9% | -3.4% | +999.3% | +916.5% |
| All | +1,770.3% | +48.3% | +1,722.1% | +1,206.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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