+950.2%
SMCI vs PLD
+268.0%
+682.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -1.1% | -10.2% | -10.7% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | -30.9% | -3.7% | -27.2% | -29.4% |
| 3M | -28.2% | -7.9% | -20.3% | -24.9% |
| 6M | -17.7% | -9.2% | -8.5% | -14.1% |
| YTD | -7.8% | +3.1% | -10.8% | -9.8% |
| 1Y | -28.8% | +6.2% | -35.0% | -31.6% |
| 3Y | +1.5% | +35.4% | -34.0% | -16.6% |
| 5Y | +517.8% | +0.1% | +517.7% | +488.2% |
| All | +950.2% | +268.0% | +682.2% | +451.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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