-2.7%
SMCI vs PR
+76.5%
-79.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.6% | +6.1% | +4.4% |
| 7D | +6.8% | +2.9% | +3.9% | +7.0% |
| 30D | +30.6% | +18.0% | +12.5% | +31.9% |
| 3M | -15.6% | +16.9% | -32.4% | -14.4% |
| 6M | +21.3% | +28.2% | -7.0% | +16.0% |
| YTD | +35.3% | +69.3% | -34.1% | +19.9% |
| 1Y | -2.7% | +69.5% | -72.2% | -14.1% |
| All | -2.7% | +76.5% | -79.3% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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