+980.0%
SMCI vs PH
+251.9%
+728.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.7% | +5.6% | +5.9% |
| 7D | +1.3% | -1.3% | +2.6% | +2.5% |
| 30D | +6.6% | -11.0% | +17.6% | +17.2% |
| 3M | +25.4% | +5.5% | +19.9% | +19.2% |
| 6M | +26.1% | +1.5% | +24.7% | +24.2% |
| YTD | +37.0% | +8.8% | +28.2% | +27.1% |
| 1Y | -8.8% | +24.5% | -33.2% | -25.3% |
| 3Y | +44.6% | +141.2% | -96.6% | -36.2% |
| All | +980.0% | +251.9% | +728.1% | +234.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling