+1,595.2%
SMCI vs REPL
-7.7%
+1,602.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +1.8% |
| 7D | +9.7% | -5.7% | +15.4% | +10.2% |
| 30D | +29.3% | +22.5% | +6.9% | +27.2% |
| 3M | -8.5% | +64.7% | -73.1% | -15.0% |
| 6M | +28.6% | +83.0% | -54.4% | +10.0% |
| YTD | +37.5% | +52.0% | -14.4% | +19.1% |
| 1Y | +0.5% | +144.5% | -144.0% | -20.1% |
| 3Y | +43.4% | -25.1% | +68.5% | +8.0% |
| 5Y | +1,008.2% | -52.9% | +1,061.0% | +754.6% |
| All | +1,595.2% | -7.7% | +1,602.8% | +791.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling