-2.7%
SMCI vs PSA
+7.3%
-10.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.2% | +5.8% | +5.2% |
| 7D | +6.8% | -3.7% | +10.4% | +9.0% |
| 30D | +30.6% | -7.7% | +38.3% | +36.5% |
| 3M | -15.6% | -0.6% | -15.0% | -18.8% |
| 6M | +21.3% | -0.9% | +22.2% | +12.0% |
| YTD | +35.3% | +18.7% | +16.6% | +19.1% |
| 1Y | -2.7% | +7.6% | -10.4% | -10.5% |
| All | -2.7% | +7.3% | -10.0% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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