-16.0%
SMCI vs PTC
+37.1%
-53.2%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.5% |
| 7D | -6.6% | +0.5% | -7.0% | -6.5% |
| 30D | -24.9% | +1.2% | -26.1% | -24.7% |
| 3M | -31.4% | +27.4% | -58.7% | -28.7% |
| 6M | -16.0% | +39.2% | -55.2% | +0.3% |
| All | -16.0% | +37.1% | -53.2% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 6mo: compounded portfolio wealth divided by compounded PTC 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…
6mo analysis · Full analysis span regression · 6 months rolling