-2.7%
SMCI vs PATH
+39.0%
-41.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -16.6% | +21.2% | +6.3% |
| 7D | +6.8% | -16.3% | +23.1% | +8.5% |
| 30D | +30.6% | +9.9% | +20.7% | +28.0% |
| 3M | -15.6% | +30.2% | -45.7% | -19.3% |
| 6M | +21.3% | +37.2% | -16.0% | +13.6% |
| YTD | +35.3% | -7.3% | +42.6% | +38.0% |
| 1Y | -2.7% | +40.0% | -42.7% | -2.4% |
| All | -2.7% | +39.0% | -41.7% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 PATH 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