-37.6%
SMCI vs PR
+87.5%
-125.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -6.5% | +0.8% | -6.7% |
| 7D | -17.3% | -12.1% | -5.2% | -19.1% |
| 30D | -31.5% | +0.9% | -32.4% | -30.8% |
| 3M | -6.6% | +10.1% | -16.7% | -4.5% |
| 6M | +6.0% | +1.1% | +4.9% | +8.0% |
| YTD | +1.1% | +63.7% | -62.5% | -10.9% |
| 1Y | -37.6% | +87.0% | -124.6% | -50.3% |
| All | -37.6% | +87.5% | -125.0% | -50.3% |
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