+964.0%
SMCI vs RL
+222.7%
+741.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.3% | 0.0% | -1.2% |
| 7D | +5.2% | -0.3% | +5.5% | +5.4% |
| 30D | +23.7% | -17.5% | +41.3% | +39.0% |
| 3M | -4.2% | -14.0% | +9.8% | +5.2% |
| 6M | +21.7% | -2.0% | +23.7% | +22.5% |
| YTD | +33.0% | -4.6% | +37.6% | +35.8% |
| 1Y | -9.3% | +9.5% | -18.8% | -15.7% |
| 3Y | +38.7% | +200.5% | -161.8% | -29.3% |
| All | +964.0% | +222.7% | +741.2% | +397.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling