-16.0%
SMCI vs SAP
+44.7%
-60.8%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.3% |
| 7D | -6.6% | +0.6% | -7.2% | -6.3% |
| 30D | -24.9% | +6.5% | -31.4% | -23.0% |
| 3M | -31.4% | +12.2% | -43.6% | -28.0% |
| 6M | -16.0% | +46.1% | -62.1% | +0.3% |
| All | -16.0% | +44.7% | -60.8% | +0.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling