+34.8%
SMCI vs PH
+133.8%
-99.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -2.8% |
| 7D | -1.3% | -3.1% | +1.8% | +1.1% |
| 30D | +18.3% | -11.8% | +30.1% | +29.8% |
| 3M | +27.7% | +6.9% | +20.8% | +20.8% |
| 6M | +17.6% | -1.3% | +18.9% | +18.2% |
| YTD | +27.7% | +7.0% | +20.8% | +20.9% |
| 1Y | -14.9% | +23.1% | -38.0% | -28.1% |
| All | +34.8% | +133.8% | -99.0% | -27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling