-2.7%
SMCI vs ON
+56.1%
-58.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.0% | +3.6% | +4.0% |
| 7D | +6.8% | +2.4% | +4.3% | +5.4% |
| 30D | +30.6% | -3.3% | +33.9% | +33.3% |
| 3M | -15.6% | -43.6% | +28.0% | +12.5% |
| 6M | +21.3% | +19.0% | +2.3% | +13.3% |
| YTD | +35.3% | +37.4% | -2.1% | +16.5% |
| 1Y | -2.7% | +54.8% | -57.5% | -17.5% |
| All | -2.7% | +56.1% | -58.9% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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