-2.7%
SMCI vs SAN
+58.9%
-61.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.8% | +5.3% | +5.3% |
| 7D | +6.8% | +1.8% | +5.0% | +4.9% |
| 30D | +30.6% | +2.0% | +28.6% | +28.0% |
| 3M | -15.6% | +19.7% | -35.3% | -29.3% |
| 6M | +21.3% | +30.6% | -9.4% | -5.8% |
| YTD | +35.3% | +28.8% | +6.4% | +5.9% |
| 1Y | -2.7% | +57.8% | -60.5% | -28.9% |
| All | -2.7% | +58.9% | -61.7% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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