-16.0%
SMCI vs RBA
-6.6%
-9.5%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.4% | -0.5% |
| 7D | -6.6% | +1.7% | -8.3% | -6.6% |
| 30D | -24.9% | +8.3% | -33.2% | -25.0% |
| 3M | -31.4% | +10.5% | -41.9% | -31.6% |
| 6M | -16.0% | -5.9% | -10.2% | -24.2% |
| All | -16.0% | -6.6% | -9.5% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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