-28.8%
SMCI vs PR
+76.2%
-105.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | +2.0% | -13.3% | -11.1% |
| 7D | -0.3% | +6.7% | -7.0% | +0.3% |
| 30D | -30.9% | -6.1% | -24.8% | -31.5% |
| 3M | -28.2% | +6.9% | -35.1% | -27.0% |
| 6M | -17.7% | +14.6% | -32.3% | -14.9% |
| YTD | -7.8% | +66.1% | -73.9% | -20.1% |
| 1Y | -28.8% | +77.0% | -105.8% | -42.4% |
| All | -28.8% | +76.2% | -105.0% | -42.4% |
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