+4,167.1%
SMCI vs NEM
+334.1%
+3,833.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.0% | -3.6% |
| 7D | -1.3% | -3.3% | +2.0% | -0.7% |
| 30D | +18.3% | +7.8% | +10.4% | +16.5% |
| 3M | +27.7% | +36.3% | -8.5% | +20.5% |
| 6M | +17.6% | +6.6% | +11.0% | +16.7% |
| YTD | +27.7% | +27.1% | +0.6% | +23.2% |
| 1Y | -14.9% | +62.3% | -77.2% | -21.3% |
| 3Y | +33.2% | +245.1% | -211.9% | +8.7% |
| 5Y | +921.6% | +154.0% | +767.6% | +752.4% |
| 10Y | +1,672.4% | +311.0% | +1,361.4% | +1,235.9% |
| All | +4,167.1% | +334.1% | +3,833.0% | +2,780.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling