-2.7%
SMCI vs SAP
-19.8%
+17.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.9% | +5.4% | +4.7% |
| 7D | +6.8% | -2.9% | +9.7% | +7.5% |
| 30D | +30.6% | +9.0% | +21.6% | +27.6% |
| 3M | -15.6% | +14.9% | -30.5% | -13.5% |
| 6M | +21.3% | +11.9% | +9.4% | +24.6% |
| YTD | +35.3% | -9.9% | +45.2% | +48.1% |
| 1Y | -2.7% | -19.5% | +16.8% | +15.1% |
| All | -2.7% | -19.8% | +17.1% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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