+1,473.9%
SMCI vs REPL
-17.3%
+1,491.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -8.4% | +4.4% | -3.3% |
| 7D | -1.3% | -13.4% | +12.1% | -0.1% |
| 30D | +18.3% | -3.0% | +21.3% | +18.6% |
| 3M | +27.7% | +56.3% | -28.6% | +18.8% |
| 6M | +17.6% | +60.9% | -43.3% | +1.7% |
| YTD | +27.7% | +36.2% | -8.5% | +11.5% |
| 1Y | -14.9% | +121.0% | -135.9% | -31.8% |
| 3Y | +33.2% | -32.8% | +66.0% | +1.2% |
| 5Y | +921.6% | -58.7% | +980.2% | +697.5% |
| All | +1,473.9% | -17.3% | +1,491.1% | +735.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling