+4,419.4%
SMCI vs SAN
+157.2%
+4,262.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.8% | +5.3% | +4.9% |
| 7D | +6.8% | +1.8% | +5.0% | +5.9% |
| 30D | +30.6% | +2.0% | +28.6% | +29.4% |
| 3M | -15.6% | +19.7% | -35.3% | -21.6% |
| 6M | +21.3% | +30.6% | -9.4% | +9.8% |
| YTD | +35.3% | +28.8% | +6.4% | +23.1% |
| 1Y | -2.7% | +57.8% | -60.5% | -18.9% |
| 3Y | +40.3% | +338.1% | -297.8% | -25.3% |
| 5Y | +941.8% | +384.2% | +557.6% | +416.4% |
| 10Y | +1,687.4% | +353.1% | +1,334.2% | +735.0% |
| All | +4,419.4% | +157.2% | +4,262.2% | +1,818.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling