+1,770.3%
SMCI vs MKTX
+5.0%
+1,765.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.1% | +7.3% | +7.3% |
| 7D | +1.3% | -0.2% | +1.5% | +1.3% |
| 30D | +6.6% | +0.7% | +5.9% | +6.5% |
| 3M | +25.4% | +40.8% | -15.4% | +17.3% |
| 6M | +26.1% | -8.0% | +34.1% | +27.2% |
| YTD | +37.0% | -8.7% | +45.7% | +38.1% |
| 1Y | -8.8% | -11.8% | +3.1% | -7.7% |
| 3Y | +44.6% | -24.0% | +68.6% | +46.2% |
| 5Y | +995.9% | -60.3% | +1,056.2% | +1,168.0% |
| All | +1,770.3% | +5.0% | +1,765.3% | +1,653.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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