+4,167.1%
SMCI vs RRX
+351.0%
+3,816.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.9% | -2.0% | -2.8% |
| 7D | -1.3% | -3.7% | +2.5% | +1.0% |
| 30D | +18.3% | -9.3% | +27.6% | +25.3% |
| 3M | +27.7% | -21.8% | +49.5% | +47.0% |
| 6M | +17.6% | -22.0% | +39.6% | +38.5% |
| YTD | +27.7% | +11.9% | +15.8% | +20.1% |
| 1Y | -14.9% | +11.6% | -26.5% | -20.7% |
| 3Y | +33.2% | +2.2% | +31.0% | +23.4% |
| 5Y | +921.6% | +14.9% | +906.7% | +767.6% |
| 10Y | +1,672.4% | +214.2% | +1,458.2% | +698.2% |
| All | +4,167.1% | +351.0% | +3,816.1% | +1,221.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling