+4,419.4%
SMCI vs M
-5.7%
+4,425.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.6% | +2.0% | +3.9% |
| 7D | +6.8% | +4.7% | +2.0% | +5.5% |
| 30D | +30.6% | -9.6% | +40.2% | +33.8% |
| 3M | -15.6% | +0.9% | -16.4% | -16.3% |
| 6M | +21.3% | +22.3% | -1.0% | +14.3% |
| YTD | +35.3% | +6.5% | +28.7% | +32.0% |
| 1Y | -2.7% | +38.8% | -41.5% | -12.1% |
| 3Y | +40.3% | +115.9% | -75.6% | +8.9% |
| 5Y | +941.8% | +28.6% | +913.2% | +762.2% |
| 10Y | +1,687.4% | -2.5% | +1,689.9% | +1,221.6% |
| All | +4,419.4% | -5.7% | +4,425.1% | +2,662.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling