+44.6%
SMCI vs NEM
+243.4%
-198.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.5% | +6.7% | +7.1% |
| 7D | +1.3% | -1.0% | +2.3% | +1.7% |
| 30D | +6.6% | +7.8% | -1.2% | +3.1% |
| 3M | +25.4% | +30.2% | -4.8% | +11.7% |
| 6M | +26.1% | +9.6% | +16.5% | +20.5% |
| YTD | +37.0% | +27.8% | +9.2% | +25.9% |
| 1Y | -8.8% | +60.7% | -69.5% | -21.1% |
| 3Y | +44.6% | +245.3% | -200.7% | +2.9% |
| All | +44.6% | +243.4% | -198.8% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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