+921.6%
SMCI vs PM
+132.4%
+789.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.2% | -6.2% | -3.6% |
| 7D | -1.3% | +1.9% | -3.2% | -0.9% |
| 30D | +18.3% | +1.9% | +16.4% | +18.8% |
| 3M | +27.7% | +4.6% | +23.1% | +29.4% |
| 6M | +17.6% | +11.7% | +5.9% | +20.0% |
| YTD | +27.7% | +20.4% | +7.4% | +31.4% |
| 1Y | -14.9% | +19.0% | -33.8% | -12.0% |
| 3Y | +33.2% | +130.4% | -97.2% | +29.2% |
| 5Y | +921.6% | +131.5% | +790.1% | +892.2% |
| All | +921.6% | +132.4% | +789.2% | +892.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling