+980.0%
SMCI vs MKTX
-60.5%
+1,040.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.6% |
| 3M | +25.4% | +40.8% | -15.4% | +22.0% |
| 6M | +26.1% | -8.0% | +34.1% | +26.6% |
| YTD | +37.0% | -8.7% | +45.7% | +37.5% |
| 1Y | -8.8% | -11.8% | +3.1% | -8.1% |
| 3Y | +44.6% | -24.0% | +68.6% | +45.2% |
| All | +980.0% | -60.5% | +1,040.5% | +972.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling