+5.0%
SMCI vs S
+41.6%
-36.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -6.6% | +2.0% | -8.5% | -7.1% |
| 30D | -24.9% | -2.7% | -22.2% | -23.9% |
| 3M | -31.4% | -6.9% | -24.5% | -30.3% |
| 6M | -16.0% | +38.1% | -54.1% | -29.1% |
| YTD | -8.2% | +48.0% | -56.2% | -26.2% |
| 1Y | -23.4% | +34.5% | -57.9% | -36.0% |
| 3Y | +5.0% | +38.3% | -33.3% | -2.4% |
| All | +5.0% | +41.6% | -36.5% | -2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling