+984.4%
SMCI vs PCOR
-35.6%
+1,020.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.6% | +0.3% | -1.9% |
| 7D | +5.2% | -9.0% | +14.2% | +8.9% |
| 30D | +23.7% | -7.0% | +30.7% | +26.4% |
| 3M | -4.2% | +18.3% | -22.6% | -11.9% |
| 6M | +21.7% | -7.8% | +29.5% | +22.1% |
| YTD | +33.0% | -25.6% | +58.6% | +44.4% |
| 1Y | -9.3% | -22.7% | +13.4% | -3.8% |
| 3Y | +38.7% | -17.7% | +56.4% | +43.1% |
| 5Y | +967.2% | -42.0% | +1,009.2% | +966.2% |
| All | +984.4% | -35.6% | +1,020.0% | +1,002.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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