+1,643.5%
SMCI vs M
-10.0%
+1,653.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.7% | +0.7% | -2.9% |
| 7D | -1.3% | -8.8% | +7.5% | +0.8% |
| 30D | +18.3% | -16.4% | +34.7% | +22.9% |
| 3M | +27.7% | -10.8% | +38.5% | +30.8% |
| 6M | +17.6% | +16.1% | +1.5% | +13.2% |
| YTD | +27.7% | -5.3% | +33.0% | +28.4% |
| 1Y | -14.9% | +24.9% | -39.7% | -19.9% |
| 3Y | +33.2% | +97.5% | -64.4% | +10.7% |
| 5Y | +921.6% | +20.4% | +901.2% | +799.4% |
| All | +1,643.5% | -10.0% | +1,653.4% | +1,306.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling