-37.6%
SMCI vs M
+36.6%
-74.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +7.6% | -13.3% | -7.7% |
| 7D | -17.3% | +8.3% | -25.6% | -19.3% |
| 30D | -31.5% | +14.2% | -45.6% | -34.4% |
| 3M | -6.6% | -1.1% | -5.5% | -6.4% |
| 6M | +6.0% | +36.6% | -30.6% | -6.0% |
| YTD | +1.1% | +19.8% | -18.7% | -9.6% |
| 1Y | -37.6% | +37.2% | -74.7% | -44.3% |
| All | -37.6% | +36.6% | -74.1% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling