+1,377.8%
SMCI vs PR
+169.5%
+1,208.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.6% | +6.1% | +4.7% |
| 7D | +6.8% | +2.9% | +3.9% | +6.4% |
| 30D | +30.6% | +18.0% | +12.5% | +28.1% |
| 3M | -15.6% | +16.9% | -32.4% | -17.2% |
| 6M | +21.3% | +28.2% | -7.0% | +17.1% |
| YTD | +35.3% | +69.3% | -34.1% | +26.5% |
| 1Y | -2.7% | +69.5% | -72.2% | -9.1% |
| 3Y | +40.3% | +81.7% | -41.4% | +30.0% |
| 5Y | +941.8% | +422.2% | +519.6% | +776.9% |
| 10Y | +1,687.4% | +110.4% | +1,577.0% | +1,594.1% |
| All | +1,377.8% | +169.5% | +1,208.3% | +1,572.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling