+1,178.4%
SMCI vs OWL
+22.7%
+1,155.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.0% | 0.0% | -2.2% |
| 7D | -1.3% | -11.9% | +10.6% | +4.4% |
| 30D | +18.3% | -13.7% | +32.0% | +26.1% |
| 3M | +27.7% | +12.3% | +15.5% | +20.3% |
| 6M | +17.6% | +15.0% | +2.6% | +8.5% |
| YTD | +27.7% | -25.7% | +53.4% | +43.5% |
| 1Y | -14.9% | -39.5% | +24.6% | +4.3% |
| 3Y | +33.2% | +0.9% | +32.3% | +36.7% |
| 5Y | +921.6% | -16.5% | +938.1% | +933.4% |
| All | +1,178.4% | +22.7% | +1,155.7% | +1,147.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling