+1,008.2%
SMCI vs PR
+409.5%
+598.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.3% |
| 7D | +9.7% | -0.6% | +10.3% | +9.8% |
| 30D | +29.3% | +17.4% | +12.0% | +23.0% |
| 3M | -8.5% | +21.8% | -30.2% | -14.4% |
| 6M | +28.6% | +27.6% | +1.0% | +16.6% |
| YTD | +37.5% | +71.4% | -33.9% | +12.9% |
| 1Y | +0.5% | +78.3% | -77.8% | -18.9% |
| 3Y | +43.4% | +85.5% | -42.0% | +13.1% |
| 5Y | +1,008.2% | +422.7% | +585.5% | +547.3% |
| All | +1,008.2% | +409.5% | +598.7% | +547.3% |
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 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