-8.8%
SMCI vs RMBS
+11.7%
-20.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.9% | +5.4% | +6.3% |
| 7D | +1.3% | +1.8% | -0.5% | +0.4% |
| 30D | +6.6% | -13.9% | +20.5% | +15.2% |
| 3M | +25.4% | -39.8% | +65.2% | +60.0% |
| 6M | +26.1% | -6.0% | +32.1% | +30.9% |
| YTD | +37.0% | -5.4% | +42.4% | +40.0% |
| 1Y | -8.8% | -1.8% | -6.9% | -5.9% |
| All | -8.8% | +11.7% | -20.5% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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