+937.3%
SMCI vs PR
+152.2%
+785.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.8% | -2.9% |
| 7D | -11.5% | -9.5% | -2.0% | -10.5% |
| 30D | -33.6% | -5.7% | -27.9% | -33.2% |
| 3M | -11.7% | +3.0% | -14.6% | -12.1% |
| 6M | -21.4% | +11.8% | -33.2% | -22.8% |
| YTD | -5.1% | +58.5% | -63.5% | -10.7% |
| 1Y | -30.9% | +69.9% | -100.7% | -35.5% |
| 3Y | +4.5% | +84.9% | -80.4% | -3.2% |
| 5Y | +534.2% | +246.4% | +287.7% | +449.1% |
| 10Y | +1,062.8% | +70.3% | +992.5% | +947.3% |
| All | +937.3% | +152.2% | +785.1% | +1,080.6% |
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