+538.5%
SMCI vs PR
+225.0%
+313.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.9% | +4.3% | +5.6% |
| 7D | -12.7% | -16.4% | +3.7% | -7.9% |
| 30D | -36.0% | -1.9% | -34.1% | -35.8% |
| 3M | -2.1% | +8.0% | -10.1% | -5.1% |
| 6M | -17.0% | +4.1% | -21.1% | -19.3% |
| YTD | -1.7% | +58.7% | -60.4% | -18.4% |
| 1Y | -28.7% | +75.8% | -104.5% | -43.0% |
| 3Y | +13.9% | +73.2% | -59.3% | -9.1% |
| All | +538.5% | +225.0% | +313.5% | +299.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling