+980.0%
SMCI vs PEP
+2.8%
+977.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.2% | +7.5% | +7.2% |
| 7D | +1.3% | -1.0% | +2.2% | +1.1% |
| 30D | +6.6% | -0.7% | +7.3% | +6.5% |
| 3M | +25.4% | -4.1% | +29.6% | +25.1% |
| 6M | +26.1% | -13.1% | +39.2% | +24.9% |
| YTD | +37.0% | -2.1% | +39.1% | +38.2% |
| 1Y | -8.8% | -1.7% | -7.1% | -7.7% |
| 3Y | +44.6% | -15.1% | +59.7% | +51.3% |
| All | +980.0% | +2.8% | +977.2% | +909.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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