-23.4%
SMCI vs RL
+15.3%
-38.7%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | +0.1% |
| 7D | -6.6% | +2.6% | -9.2% | -7.9% |
| 30D | -24.9% | +2.9% | -27.8% | -26.2% |
| 3M | -31.4% | 0.0% | -31.4% | -31.6% |
| 6M | -16.0% | +17.1% | -33.1% | -24.5% |
| YTD | -8.2% | +10.1% | -18.3% | -15.3% |
| 1Y | -23.4% | +17.3% | -40.7% | -31.0% |
| All | -23.4% | +15.3% | -38.7% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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