+538.5%
SMCI vs PL
+20.8%
+517.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +10.4% | -4.2% | +4.1% |
| 7D | -12.7% | -6.8% | -5.9% | -11.4% |
| 30D | -36.0% | -29.3% | -6.7% | -31.3% |
| 3M | -2.1% | -44.8% | +42.7% | +9.9% |
| 6M | -17.0% | -68.4% | +51.4% | +2.3% |
| YTD | -1.7% | -36.4% | +34.6% | +3.0% |
| 1Y | -28.7% | +0.7% | -29.4% | -32.6% |
| 3Y | +13.9% | +455.3% | -441.4% | -30.6% |
| All | +538.5% | +20.8% | +517.8% | +342.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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