-37.6%
SMCI vs S
+36.5%
-74.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.6% | -7.3% | -6.0% |
| 7D | -17.3% | -8.2% | -9.1% | -16.2% |
| 30D | -31.5% | -7.6% | -23.8% | -30.8% |
| 3M | -6.6% | +12.0% | -18.6% | -7.4% |
| 6M | +6.0% | +50.6% | -44.6% | -2.5% |
| YTD | +1.1% | +56.6% | -55.5% | -10.2% |
| 1Y | -37.6% | +39.2% | -76.8% | -43.9% |
| All | -37.6% | +36.5% | -74.0% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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