-37.6%
SMCI vs PBR
+74.7%
-112.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -7.0% | +1.3% | -5.7% |
| 7D | -17.3% | -11.0% | -6.4% | -17.5% |
| 30D | -31.5% | -18.8% | -12.7% | -31.8% |
| 3M | -6.6% | +7.8% | -14.4% | -7.4% |
| 6M | +6.0% | -7.6% | +13.6% | +5.3% |
| YTD | +1.1% | +72.7% | -71.5% | +0.8% |
| 1Y | -37.6% | +72.9% | -110.5% | -38.3% |
| All | -37.6% | +74.7% | -112.3% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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