+4,344.1%
SMCI vs RMBS
+305.4%
+4,038.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.6% |
| 7D | +5.2% | +3.5% | +1.8% | +4.0% |
| 30D | +23.7% | -8.6% | +32.3% | +28.0% |
| 3M | -4.2% | -40.3% | +36.1% | +15.0% |
| 6M | +21.7% | -1.0% | +22.7% | +22.2% |
| YTD | +33.0% | -4.6% | +37.6% | +33.9% |
| 1Y | -9.3% | +17.6% | -26.9% | -16.5% |
| 3Y | +38.7% | +58.6% | -19.9% | +16.1% |
| 5Y | +967.2% | +270.9% | +696.2% | +618.1% |
| 10Y | +1,745.9% | +569.1% | +1,176.8% | +953.0% |
| All | +4,344.1% | +305.4% | +4,038.7% | +1,767.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling