+44.6%
SMCI vs NOC
+28.9%
+15.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | 0.0% | +7.3% | +7.3% |
| 7D | +1.3% | +0.8% | +0.5% | +1.6% |
| 30D | +6.6% | -9.7% | +16.3% | +2.6% |
| 3M | +25.4% | -5.6% | +31.1% | +23.1% |
| 6M | +26.1% | -28.6% | +54.7% | +8.3% |
| YTD | +37.0% | -7.9% | +44.9% | +35.2% |
| 1Y | -8.8% | -9.5% | +0.8% | -10.8% |
| 3Y | +44.6% | +28.4% | +16.2% | +84.6% |
| All | +44.6% | +28.9% | +15.7% | +84.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling