-21.9%
SMCI vs Q
+75.3%
-97.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.6% | 0.0% |
| 7D | +9.7% | +6.7% | +2.9% | +4.7% |
| 30D | +29.3% | -10.6% | +39.9% | +39.9% |
| 3M | -8.5% | -14.6% | +6.1% | +3.4% |
| 6M | +28.6% | +12.1% | +16.5% | +24.1% |
| YTD | +37.5% | +51.3% | -13.7% | +13.8% |
| All | -21.9% | +75.3% | -97.2% | -32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling