-14.9%
SMCI vs REPL
+126.3%
-141.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -8.4% | +4.4% | -3.5% |
| 7D | -1.3% | -13.4% | +12.1% | -0.5% |
| 30D | +18.3% | -3.0% | +21.3% | +18.6% |
| 3M | +27.7% | +56.3% | -28.6% | +21.9% |
| 6M | +17.6% | +60.9% | -43.3% | +7.6% |
| YTD | +27.7% | +36.2% | -8.5% | +17.5% |
| 1Y | -14.9% | +121.0% | -135.9% | -24.8% |
| All | -14.9% | +126.3% | -141.2% | -24.8% |
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