+1,119.6%
SMCI vs PR
+66.7%
+1,052.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.4% |
| 7D | -6.0% | -12.4% | +6.3% | -4.6% |
| 30D | -31.7% | -6.6% | -25.1% | -31.2% |
| 3M | -8.1% | +7.5% | -15.6% | -9.1% |
| 6M | -19.1% | +10.8% | -29.9% | -20.5% |
| YTD | -2.3% | +57.0% | -59.3% | -8.1% |
| 1Y | -28.1% | +67.9% | -96.0% | -32.9% |
| 3Y | +8.0% | +87.6% | -79.6% | -0.2% |
| 5Y | +537.8% | +220.4% | +317.5% | +453.1% |
| 10Y | +1,119.6% | +64.8% | +1,054.8% | +991.6% |
| All | +1,119.6% | +66.7% | +1,052.9% | +991.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling