-28.2%
SMCI vs RL
-2.7%
-25.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -0.8% | -10.5% | -11.3% |
| 7D | -0.3% | +2.4% | -2.7% | -0.6% |
| 30D | -30.9% | +4.6% | -35.5% | -29.3% |
| 3M | -28.2% | -1.1% | -27.1% | -27.7% |
| All | -28.2% | -2.7% | -25.6% | -27.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling