+603.4%
SMCI vs PATH
-80.1%
+683.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -3.7% | -4.8% | -7.5% |
| 7D | -21.3% | -5.6% | -15.8% | -20.1% |
| 30D | -37.7% | -0.7% | -37.0% | -37.5% |
| 3M | -10.7% | -5.9% | -4.8% | -10.8% |
| 6M | -2.7% | +21.6% | -24.3% | -11.5% |
| YTD | -7.5% | -20.6% | +13.1% | -5.7% |
| 1Y | -35.6% | -10.6% | -25.0% | -37.4% |
| 3Y | +6.2% | -24.9% | +31.1% | +3.7% |
| 5Y | +481.4% | -76.8% | +558.2% | +522.0% |
| All | +603.4% | -80.1% | +683.5% | +657.5% |
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