+2,967.4%
SMCI vs SAP
+627.1%
+2,340.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | -6.6% | +0.6% | -7.2% | -6.9% |
| 30D | -24.9% | +6.5% | -31.4% | -28.1% |
| 3M | -31.4% | +12.2% | -43.6% | -36.8% |
| 6M | -16.0% | +46.1% | -62.1% | -36.0% |
| YTD | -8.2% | -1.6% | -6.6% | -11.3% |
| 1Y | -23.4% | -5.1% | -18.3% | -24.3% |
| 3Y | +5.0% | +68.4% | -63.3% | -25.0% |
| 5Y | +515.0% | +79.4% | +435.6% | +317.1% |
| 10Y | +953.7% | +230.5% | +723.3% | +367.7% |
| All | +2,967.4% | +627.1% | +2,340.2% | +638.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling