-8.8%
SMCI vs SAP
-19.0%
+10.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.2% | +7.1% | +7.2% |
| 7D | +1.3% | -4.1% | +5.4% | +2.3% |
| 30D | +6.6% | +1.1% | +5.5% | +6.3% |
| 3M | +25.4% | +26.1% | -0.7% | +17.3% |
| 6M | +26.1% | +9.8% | +16.3% | +30.2% |
| YTD | +37.0% | -13.6% | +50.6% | +52.5% |
| 1Y | -8.8% | -18.7% | +9.9% | +8.4% |
| All | -8.8% | -19.0% | +10.2% | +8.4% |
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