-2.7%
SMCI vs NOC
-10.0%
+7.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.5% | +7.1% | +4.6% |
| 7D | +6.8% | -5.2% | +11.9% | +7.0% |
| 30D | +30.6% | -7.2% | +37.8% | +31.2% |
| 3M | -15.6% | -5.1% | -10.5% | -15.4% |
| 6M | +21.3% | -31.1% | +52.3% | +24.5% |
| YTD | +35.3% | -8.6% | +43.8% | +29.7% |
| 1Y | -2.7% | -9.7% | +7.0% | +3.2% |
| All | -2.7% | -10.0% | +7.3% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 1y: compounded portfolio wealth divided by compounded NOC 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…
1y analysis · Full analysis span regression · 6 months rolling