+4,419.4%
SMCI vs RL
+424.2%
+3,995.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.0% | +2.5% | +3.7% |
| 7D | +6.8% | -0.8% | +7.6% | +7.1% |
| 30D | +30.6% | -7.8% | +38.3% | +34.8% |
| 3M | -15.6% | -4.0% | -11.6% | -14.2% |
| 6M | +21.3% | -1.9% | +23.1% | +22.2% |
| YTD | +35.3% | -0.2% | +35.4% | +35.2% |
| 1Y | -2.7% | +10.7% | -13.4% | -7.3% |
| 3Y | +40.3% | +210.8% | -170.5% | -12.2% |
| 5Y | +941.8% | +238.2% | +703.6% | +518.7% |
| 10Y | +1,687.4% | +313.4% | +1,374.0% | +786.5% |
| All | +4,419.4% | +424.2% | +3,995.2% | +1,294.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling