-22.2%
SMCI vs Q
+79.8%
-102.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.5% | +4.8% | +5.5% |
| 7D | +1.3% | +4.9% | -3.6% | -2.1% |
| 30D | +6.6% | -11.0% | +17.6% | +15.6% |
| 3M | +25.4% | -15.2% | +40.6% | +41.0% |
| 6M | +26.1% | +8.8% | +17.3% | +22.6% |
| YTD | +37.0% | +55.1% | -18.1% | +11.3% |
| All | -22.2% | +79.8% | -102.0% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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