-37.6%
SMCI vs REPL
+125.1%
-162.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.2% | -5.9% | -5.7% |
| 7D | -17.3% | +28.8% | -46.2% | -18.9% |
| 30D | -31.5% | +57.3% | -88.8% | -33.8% |
| 3M | -6.6% | +73.6% | -80.2% | -10.3% |
| 6M | +6.0% | +582.8% | -576.8% | -8.5% |
| YTD | +1.1% | +112.9% | -111.7% | -11.2% |
| 1Y | -37.6% | +130.7% | -168.2% | -49.3% |
| All | -37.6% | +125.1% | -162.7% | -49.3% |
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