+967.2%
SMCI vs REPL
-53.9%
+1,021.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -3.2% |
| 7D | +5.2% | -9.6% | +14.8% | +5.9% |
| 30D | +23.7% | +5.7% | +18.0% | +23.4% |
| 3M | -4.2% | +56.4% | -60.6% | -9.0% |
| 6M | +21.7% | +67.4% | -45.7% | +9.3% |
| YTD | +33.0% | +48.7% | -15.7% | +19.8% |
| 1Y | -9.3% | +148.3% | -157.6% | -23.0% |
| 3Y | +38.7% | -26.7% | +65.4% | +16.2% |
| 5Y | +967.2% | -54.1% | +1,021.3% | +866.3% |
| All | +967.2% | -53.9% | +1,021.1% | +866.3% |
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 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