+1,770.3%
SMCI vs PH
+820.2%
+950.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.7% | +5.6% | +6.2% |
| 7D | +1.3% | -1.3% | +2.6% | +2.2% |
| 30D | +6.6% | -11.0% | +17.6% | +14.7% |
| 3M | +25.4% | +5.5% | +19.9% | +20.8% |
| 6M | +26.1% | +1.5% | +24.7% | +25.1% |
| YTD | +37.0% | +8.8% | +28.2% | +30.0% |
| 1Y | -8.8% | +24.5% | -33.2% | -21.2% |
| 3Y | +44.6% | +141.2% | -96.6% | -17.6% |
| 5Y | +995.9% | +256.3% | +739.6% | +400.6% |
| All | +1,770.3% | +820.2% | +950.2% | +387.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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