+1,025.4%
SMCI vs S
-56.8%
+1,082.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.4% | +4.1% | +4.4% |
| 7D | +6.8% | -7.7% | +14.5% | +9.0% |
| 30D | +30.6% | -5.3% | +35.9% | +32.1% |
| 3M | -15.6% | +20.3% | -35.9% | -20.7% |
| 6M | +21.3% | +47.4% | -26.1% | +6.1% |
| YTD | +35.3% | +32.5% | +2.7% | +21.9% |
| 1Y | -2.7% | +9.5% | -12.3% | -7.9% |
| 3Y | +40.3% | +15.5% | +24.8% | +31.1% |
| 5Y | +941.8% | -71.2% | +1,013.0% | +957.9% |
| All | +1,025.4% | -56.8% | +1,082.1% | +1,100.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling