+806.9%
SMCI vs P
+535.2%
+271.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.4% |
| 7D | -6.6% | +11.6% | -18.2% | -11.2% |
| 30D | -24.9% | -23.7% | -1.2% | -15.9% |
| 3M | -31.4% | -8.0% | -23.4% | -29.6% |
| 6M | -16.0% | +27.9% | -43.9% | -25.7% |
| YTD | -8.2% | +61.2% | -69.4% | -26.7% |
| 1Y | -23.4% | +28.6% | -52.0% | -35.0% |
| 3Y | +5.0% | +200.5% | -195.4% | -36.1% |
| 5Y | +515.0% | +282.9% | +232.1% | +248.1% |
| 10Y | +953.7% | +665.9% | +287.8% | +370.1% |
| All | +806.9% | +535.2% | +271.6% | +284.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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