+1,505.4%
SMCI vs PENG
+751.0%
+754.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.1% |
| 7D | +5.2% | +7.3% | -2.1% | +2.7% |
| 30D | +23.7% | -7.5% | +31.2% | +27.0% |
| 3M | -4.2% | -17.2% | +13.0% | +0.7% |
| 6M | +21.7% | +176.7% | -155.0% | -14.4% |
| YTD | +33.0% | +161.0% | -128.0% | -5.3% |
| 1Y | -9.3% | +108.8% | -118.1% | -31.5% |
| 3Y | +38.7% | +109.8% | -71.1% | -2.3% |
| 5Y | +967.2% | +111.7% | +855.4% | +636.6% |
| All | +1,505.4% | +751.0% | +754.4% | +787.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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