-2.7%
SMCI vs REPL
+161.1%
-163.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.6% | +6.2% | +4.6% |
| 7D | +6.8% | -3.0% | +9.7% | +6.9% |
| 30D | +30.6% | +27.1% | +3.4% | +28.8% |
| 3M | -15.6% | +52.4% | -68.0% | -19.1% |
| 6M | +21.3% | +107.4% | -86.2% | +9.6% |
| YTD | +35.3% | +54.7% | -19.5% | +23.7% |
| 1Y | -2.7% | +158.9% | -161.6% | -14.2% |
| All | -2.7% | +161.1% | -163.8% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling