+980.0%
SMCI vs NEM
+155.2%
+824.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.5% | +6.7% | +7.1% |
| 7D | +1.3% | -1.0% | +2.3% | +1.6% |
| 30D | +6.6% | +7.8% | -1.2% | +4.4% |
| 3M | +25.4% | +30.2% | -4.8% | +16.6% |
| 6M | +26.1% | +9.6% | +16.5% | +22.4% |
| YTD | +37.0% | +27.8% | +9.2% | +30.6% |
| 1Y | -8.8% | +60.7% | -69.5% | -15.4% |
| 3Y | +44.6% | +245.3% | -200.7% | +24.3% |
| All | +980.0% | +155.2% | +824.8% | +858.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling