-37.6%
SMCI vs RRX
+30.0%
-67.6%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.6% | -2.1% | -3.1% |
| 7D | -17.3% | +7.6% | -25.0% | -22.1% |
| 30D | -31.5% | +7.5% | -39.0% | -35.2% |
| 3M | -6.6% | -21.0% | +14.4% | +8.8% |
| 6M | +6.0% | -18.1% | +24.1% | +22.3% |
| YTD | +1.1% | +24.3% | -23.2% | -5.2% |
| 1Y | -37.6% | +29.3% | -66.9% | -42.2% |
| All | -37.6% | +30.0% | -67.6% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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