-8.8%
SMCI vs NSC
+19.9%
-28.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.9% | +8.2% | +7.3% |
| 7D | +1.3% | -2.8% | +4.1% | +1.5% |
| 30D | +6.6% | -4.5% | +11.1% | +6.8% |
| 3M | +25.4% | +3.5% | +21.9% | +23.5% |
| 6M | +26.1% | +8.5% | +17.6% | +21.9% |
| YTD | +37.0% | +12.3% | +24.7% | +27.2% |
| 1Y | -8.8% | +18.9% | -27.7% | -10.8% |
| All | -8.8% | +19.9% | -28.6% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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