+1,236.1%
SMCI vs P
+485.4%
+750.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.4% | +3.2% | +4.0% |
| 7D | +6.8% | +6.5% | +0.2% | +3.9% |
| 30D | +30.6% | +18.8% | +11.7% | +20.0% |
| 3M | -15.6% | +26.7% | -42.3% | -23.7% |
| 6M | +21.3% | +62.2% | -40.9% | -2.2% |
| YTD | +35.3% | +48.5% | -13.2% | +12.4% |
| 1Y | -2.7% | +26.4% | -29.1% | -16.5% |
| 3Y | +40.3% | +159.4% | -119.1% | -9.0% |
| 5Y | +941.8% | +275.8% | +666.0% | +503.4% |
| 10Y | +1,687.4% | +732.0% | +955.3% | +710.8% |
| All | +1,236.1% | +485.4% | +750.8% | +488.7% |
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