+45.2%
SMCI vs PFE
-1.6%
+46.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +2.1% |
| 7D | +9.7% | -2.7% | +12.3% | +10.2% |
| 30D | +29.3% | +3.8% | +25.5% | +28.3% |
| 3M | -8.5% | +10.4% | -18.8% | -10.3% |
| 6M | +28.6% | +6.3% | +22.3% | +27.3% |
| YTD | +37.5% | +17.4% | +20.2% | +33.9% |
| 1Y | +0.5% | +21.1% | -20.6% | -2.8% |
| All | +45.2% | -1.6% | +46.7% | +64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE 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 3y: compounded portfolio wealth divided by compounded PFE 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…
3y analysis · Full analysis span regression · 6 months rolling