+4,419.4%
SMCI vs PEP
+291.1%
+4,128.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.7% | +5.2% | +4.9% |
| 7D | +6.8% | -1.4% | +8.2% | +7.5% |
| 30D | +30.6% | +0.2% | +30.3% | +30.2% |
| 3M | -15.6% | -1.1% | -14.5% | -16.4% |
| 6M | +21.3% | -13.5% | +34.7% | +29.1% |
| YTD | +35.3% | -1.2% | +36.4% | +33.7% |
| 1Y | -2.7% | -1.6% | -1.2% | -4.4% |
| 3Y | +40.3% | -12.5% | +52.8% | +39.5% |
| 5Y | +941.8% | +3.0% | +938.8% | +807.3% |
| 10Y | +1,687.4% | +73.9% | +1,613.4% | +928.5% |
| All | +4,419.4% | +291.1% | +4,128.3% | +1,301.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling