+1,770.3%
SMCI vs SAN
+357.1%
+1,413.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.3% | +5.0% | +6.2% |
| 7D | +1.3% | +0.2% | +1.1% | +1.3% |
| 30D | +6.6% | +0.9% | +5.7% | +6.1% |
| 3M | +25.4% | +19.1% | +6.3% | +15.6% |
| 6M | +26.1% | +33.2% | -7.1% | +12.6% |
| YTD | +37.0% | +29.1% | +7.9% | +23.9% |
| 1Y | -8.8% | +50.2% | -59.0% | -22.7% |
| 3Y | +44.6% | +351.0% | -306.4% | -23.9% |
| 5Y | +995.9% | +394.7% | +601.3% | +438.4% |
| All | +1,770.3% | +357.1% | +1,413.3% | +823.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling