+921.6%
SMCI vs SAN
+379.7%
+541.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.6% | -3.8% |
| 7D | -1.3% | -2.8% | +1.5% | +0.2% |
| 30D | +18.3% | -0.5% | +18.8% | +18.6% |
| 3M | +27.7% | +22.7% | +5.0% | +14.2% |
| 6M | +17.6% | +28.8% | -11.2% | +4.6% |
| YTD | +27.7% | +26.3% | +1.4% | +14.6% |
| 1Y | -14.9% | +48.8% | -63.7% | -29.2% |
| 3Y | +33.2% | +347.2% | -314.0% | -34.0% |
| 5Y | +921.6% | +383.8% | +537.8% | +352.8% |
| All | +921.6% | +379.7% | +541.8% | +352.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling