+523.6%
SMCI vs REPL
-35.0%
+558.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -6.6% | +1.2% | -7.8% | -6.7% |
| 30D | -24.9% | +92.2% | -117.1% | -28.1% |
| 3M | -31.4% | +44.1% | -75.5% | -33.2% |
| 6M | -16.0% | +313.0% | -329.1% | -26.0% |
| YTD | -8.2% | +125.2% | -133.4% | -19.5% |
| 1Y | -23.4% | +143.8% | -167.2% | -33.2% |
| 3Y | +5.0% | +104.2% | -99.2% | -20.8% |
| All | +523.6% | -35.0% | +558.6% | +417.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling