+621.8%
SMCI vs PATH
-80.4%
+702.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.7% | -2.5% |
| 7D | -11.5% | -2.3% | -9.2% | -10.9% |
| 30D | -33.6% | -4.8% | -28.8% | -32.6% |
| 3M | -11.7% | -17.7% | +6.0% | -8.4% |
| 6M | -21.4% | +18.9% | -40.3% | -27.9% |
| YTD | -5.1% | -21.7% | +16.7% | -2.9% |
| 1Y | -30.9% | -9.6% | -21.2% | -33.0% |
| 3Y | +4.5% | -25.8% | +30.3% | +2.5% |
| 5Y | +534.2% | -77.1% | +611.3% | +580.9% |
| All | +621.8% | -80.4% | +702.2% | +680.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling