-8.8%
SMCI vs SAN
+51.4%
-60.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.3% | +5.0% | +5.1% |
| 7D | +1.3% | +0.2% | +1.1% | +1.2% |
| 30D | +6.6% | +0.9% | +5.7% | +5.5% |
| 3M | +25.4% | +19.1% | +6.3% | +4.5% |
| 6M | +26.1% | +33.2% | -7.1% | -3.2% |
| YTD | +37.0% | +29.1% | +7.9% | +6.9% |
| 1Y | -8.8% | +50.2% | -59.0% | -33.9% |
| All | -8.8% | +51.4% | -60.2% | -33.9% |
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