+44.6%
SMCI vs S
+15.4%
+29.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.3% | +7.6% | +7.4% |
| 7D | +1.3% | -0.7% | +1.9% | +1.5% |
| 30D | +6.6% | -11.4% | +18.1% | +11.4% |
| 3M | +25.4% | +33.8% | -8.4% | +7.3% |
| 6M | +26.1% | +39.5% | -13.3% | +3.9% |
| YTD | +37.0% | +31.7% | +5.3% | +15.5% |
| 1Y | -8.8% | +7.0% | -15.7% | -15.4% |
| 3Y | +44.6% | +11.8% | +32.8% | +22.8% |
| All | +44.6% | +15.4% | +29.2% | +22.8% |
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