+1,008.2%
SMCI vs PCOR
-43.2%
+1,051.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.2% | +4.8% | +2.9% |
| 7D | +9.7% | -6.9% | +16.6% | +12.6% |
| 30D | +29.3% | -1.5% | +30.9% | +29.3% |
| 3M | -8.5% | +18.5% | -27.0% | -16.0% |
| 6M | +28.6% | -4.7% | +33.3% | +27.3% |
| YTD | +37.5% | -22.8% | +60.3% | +47.7% |
| 1Y | +0.5% | -20.7% | +21.3% | +5.9% |
| 3Y | +43.4% | -14.6% | +58.0% | +45.7% |
| 5Y | +1,008.2% | -40.7% | +1,048.9% | +1,012.9% |
| All | +1,008.2% | -43.2% | +1,051.4% | +1,012.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling