-2.7%
SMCI vs PPL
-0.5%
-2.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | 0.0% | +4.5% | +4.5% |
| 7D | +6.8% | +2.7% | +4.1% | +6.2% |
| 30D | +30.6% | +0.5% | +30.1% | +30.5% |
| 3M | -15.6% | +0.7% | -16.2% | -15.5% |
| 6M | +21.3% | -7.6% | +28.9% | +24.6% |
| YTD | +35.3% | +1.8% | +33.4% | +39.2% |
| 1Y | -2.7% | -0.8% | -2.0% | +4.5% |
| All | -2.7% | -0.5% | -2.2% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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