-30.9%
SMCI vs PATH
-11.8%
-19.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.7% | -2.8% |
| 7D | -11.5% | -2.3% | -9.2% | -11.3% |
| 30D | -33.6% | -4.8% | -28.8% | -33.3% |
| 3M | -11.7% | -17.7% | +6.0% | -11.2% |
| 6M | -21.4% | +18.9% | -40.3% | -24.2% |
| YTD | -5.1% | -21.7% | +16.7% | -1.1% |
| 1Y | -30.9% | -9.6% | -21.2% | -30.9% |
| All | -30.9% | -11.8% | -19.0% | -30.9% |
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