+2,967.4%
SMCI vs M
+2.0%
+2,965.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -2.0% | -0.8% |
| 7D | -6.6% | +7.0% | -13.6% | -8.3% |
| 30D | -24.9% | +8.9% | -33.8% | -27.0% |
| 3M | -31.4% | +4.5% | -35.9% | -32.7% |
| 6M | -16.0% | +36.2% | -52.2% | -23.7% |
| YTD | -8.2% | +15.1% | -23.3% | -12.8% |
| 1Y | -23.4% | +27.4% | -50.9% | -29.4% |
| 3Y | +5.0% | +160.1% | -155.1% | -22.6% |
| 5Y | +515.0% | -1.6% | +516.6% | +445.1% |
| 10Y | +953.7% | -7.7% | +961.4% | +692.9% |
| All | +2,967.4% | +2.0% | +2,965.4% | +1,724.8% |
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 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