-2.7%
SMCI vs M
+46.1%
-48.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.6% | +2.0% | +3.7% |
| 7D | +6.8% | +4.7% | +2.0% | +5.2% |
| 30D | +30.6% | -9.6% | +40.2% | +35.0% |
| 3M | -15.6% | +0.9% | -16.4% | -15.9% |
| 6M | +21.3% | +22.3% | -1.0% | +11.6% |
| YTD | +35.3% | +6.5% | +28.7% | +27.5% |
| 1Y | -2.7% | +38.8% | -41.5% | -11.3% |
| All | -2.7% | +46.1% | -48.9% | -11.3% |
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