+1,770.3%
SMCI vs PSLV
+190.6%
+1,579.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.3% | +7.0% | +7.2% |
| 7D | +1.3% | -3.5% | +4.7% | +2.5% |
| 30D | +6.6% | -2.1% | +8.8% | +7.2% |
| 3M | +25.4% | -1.6% | +27.1% | +25.6% |
| 6M | +26.1% | -25.5% | +51.6% | +38.4% |
| YTD | +37.0% | -11.4% | +48.4% | +38.4% |
| 1Y | -8.8% | +48.6% | -57.3% | -22.2% |
| 3Y | +44.6% | +166.9% | -122.3% | +3.5% |
| 5Y | +995.9% | +152.4% | +843.5% | +682.5% |
| All | +1,770.3% | +190.6% | +1,579.8% | +986.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 10y: compounded portfolio wealth divided by compounded PSLV 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…
10y analysis · Full analysis span regression · 6 months rolling