+1,271.4%
SMCI vs OWL
+24.2%
+1,247.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.2% | +6.0% | +6.7% |
| 7D | +1.3% | -10.1% | +11.4% | +6.2% |
| 30D | +6.6% | -11.9% | +18.5% | +12.7% |
| 3M | +25.4% | +10.7% | +14.7% | +18.8% |
| 6M | +26.1% | +22.1% | +4.0% | +13.3% |
| YTD | +37.0% | -24.8% | +61.8% | +53.1% |
| 1Y | -8.8% | -39.2% | +30.4% | +11.6% |
| 3Y | +44.6% | +1.7% | +42.8% | +47.8% |
| 5Y | +995.9% | -15.5% | +1,011.4% | +1,002.8% |
| All | +1,271.4% | +24.2% | +1,247.2% | +1,231.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 10y: compounded portfolio wealth divided by compounded OWL 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…
10y analysis · Full analysis span regression · 6 months rolling