-8.8%
SMCI vs PM
+19.3%
-28.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.7% | +6.6% | +7.6% |
| 7D | +1.3% | +4.7% | -3.4% | +3.8% |
| 30D | +6.6% | +2.6% | +4.0% | +8.3% |
| 3M | +25.4% | +6.6% | +18.9% | +31.8% |
| 6M | +26.1% | +16.5% | +9.6% | +35.5% |
| YTD | +37.0% | +21.2% | +15.8% | +56.3% |
| 1Y | -8.8% | +17.9% | -26.7% | +8.2% |
| All | -8.8% | +19.3% | -28.1% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 1y: compounded portfolio wealth divided by compounded PM 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…
1y analysis · Full analysis span regression · 6 months rolling