+921.6%
SMCI vs SAP
+52.7%
+868.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.0% |
| 7D | -1.3% | -5.1% | +3.8% | +2.0% |
| 30D | +18.3% | -1.8% | +20.1% | +19.0% |
| 3M | +27.7% | +20.9% | +6.8% | +8.2% |
| 6M | +17.6% | +7.0% | +10.6% | +12.0% |
| YTD | +27.7% | -13.7% | +41.4% | +39.9% |
| 1Y | -14.9% | -19.6% | +4.7% | -1.2% |
| 3Y | +33.2% | +52.4% | -19.2% | -5.6% |
| 5Y | +921.6% | +54.4% | +867.2% | +552.1% |
| All | +921.6% | +52.7% | +868.8% | +552.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling