+962.5%
SMCI vs S
-56.9%
+1,019.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.9% | -5.9% | -4.5% |
| 7D | -1.3% | +0.1% | -1.3% | -1.3% |
| 30D | +18.3% | -11.8% | +30.1% | +21.9% |
| 3M | +27.7% | +33.9% | -6.2% | +15.8% |
| 6M | +17.6% | +40.1% | -22.5% | +4.4% |
| YTD | +27.7% | +32.1% | -4.4% | +15.1% |
| 1Y | -14.9% | +11.0% | -25.9% | -19.7% |
| 3Y | +33.2% | +16.9% | +16.2% | +24.2% |
| 5Y | +921.6% | -68.9% | +990.5% | +943.4% |
| All | +962.5% | -56.9% | +1,019.5% | +1,034.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling