+40.4%
SMCI vs M
+106.8%
-66.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.2% | +0.9% | -1.9% |
| 7D | +5.2% | -4.1% | +9.3% | +6.7% |
| 30D | +23.7% | -13.6% | +37.4% | +29.6% |
| 3M | -4.2% | -2.3% | -1.9% | -4.4% |
| 6M | +21.7% | +21.9% | -0.2% | +12.7% |
| YTD | +33.0% | -0.6% | +33.6% | +31.3% |
| 1Y | -9.3% | +29.7% | -39.0% | -18.9% |
| All | +40.4% | +106.8% | -66.4% | -8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling