+945.5%
SMCI vs PWR
+1,844.4%
-898.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | 0.0% |
| 7D | -6.6% | +11.3% | -17.9% | -13.4% |
| 30D | -24.9% | -8.9% | -16.0% | -21.0% |
| 3M | -31.4% | -10.5% | -20.9% | -27.2% |
| 6M | -16.0% | -22.2% | +6.1% | -1.2% |
| YTD | -8.2% | +42.7% | -50.9% | -28.6% |
| 1Y | -23.4% | +41.1% | -64.5% | -39.9% |
| 3Y | +5.0% | +242.7% | -237.7% | -50.2% |
| 5Y | +515.0% | +418.5% | +96.5% | +134.2% |
| All | +945.5% | +1,844.4% | -898.9% | +85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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