+928.3%
SMCI vs PATH
-76.8%
+1,005.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -16.6% | +21.2% | +9.0% |
| 7D | +6.8% | -16.3% | +23.1% | +11.2% |
| 30D | +30.6% | +9.9% | +20.7% | +25.7% |
| 3M | -15.6% | +30.2% | -45.7% | -23.6% |
| 6M | +21.3% | +37.2% | -16.0% | +6.5% |
| YTD | +35.3% | -7.3% | +42.6% | +32.8% |
| 1Y | -2.7% | +40.0% | -42.7% | -18.1% |
| 3Y | +40.3% | -4.4% | +44.7% | +29.2% |
| 5Y | +941.8% | -76.0% | +1,017.9% | +974.9% |
| All | +928.3% | -76.8% | +1,005.1% | +967.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling