+921.6%
SMCI vs O
+14.0%
+907.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.8% |
| 7D | -1.3% | -3.5% | +2.2% | -0.6% |
| 30D | +18.3% | -3.3% | +21.6% | +19.1% |
| 3M | +27.7% | -2.8% | +30.6% | +27.9% |
| 6M | +17.6% | -5.8% | +23.3% | +18.9% |
| YTD | +27.7% | +9.4% | +18.3% | +24.4% |
| 1Y | -14.9% | +5.7% | -20.5% | -16.4% |
| 3Y | +33.2% | +27.2% | +5.9% | +20.2% |
| 5Y | +921.6% | +17.2% | +904.4% | +914.1% |
| All | +921.6% | +14.0% | +907.6% | +914.1% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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