-9.3%
SMCI vs PR
+77.2%
-86.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.3% |
| 7D | +5.2% | -0.8% | +6.1% | +5.2% |
| 30D | +23.7% | +11.3% | +12.5% | +24.7% |
| 3M | -4.2% | +24.1% | -28.3% | -2.5% |
| 6M | +21.7% | +25.4% | -3.6% | +17.6% |
| YTD | +33.0% | +71.2% | -38.2% | +17.4% |
| 1Y | -9.3% | +78.6% | -87.9% | -21.3% |
| All | -9.3% | +77.2% | -86.5% | -21.3% |
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