+1,770.3%
SMCI vs PPG
+26.9%
+1,743.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.4% | +6.8% | +7.0% |
| 7D | +1.3% | -6.2% | +7.5% | +5.5% |
| 30D | +6.6% | -7.9% | +14.6% | +12.3% |
| 3M | +25.4% | -10.2% | +35.6% | +33.6% |
| 6M | +26.1% | +2.7% | +23.5% | +25.5% |
| YTD | +37.0% | +4.9% | +32.1% | +34.3% |
| 1Y | -8.8% | -3.2% | -5.6% | -6.8% |
| 3Y | +44.6% | -17.0% | +61.6% | +59.1% |
| 5Y | +995.9% | -23.3% | +1,019.3% | +1,145.6% |
| All | +1,770.3% | +26.9% | +1,743.5% | +1,444.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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