+4,419.4%
SMCI vs SAP
+565.9%
+3,853.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.9% | +5.4% | +5.1% |
| 7D | +6.8% | -2.9% | +9.7% | +8.5% |
| 30D | +30.6% | +9.0% | +21.6% | +23.6% |
| 3M | -15.6% | +14.9% | -30.5% | -24.3% |
| 6M | +21.3% | +11.9% | +9.4% | +11.3% |
| YTD | +35.3% | -9.9% | +45.2% | +39.2% |
| 1Y | -2.7% | -19.5% | +16.8% | +7.4% |
| 3Y | +40.3% | +61.8% | -21.5% | +3.6% |
| 5Y | +941.8% | +56.2% | +885.7% | +672.6% |
| 10Y | +1,687.4% | +180.6% | +1,506.8% | +782.6% |
| All | +4,419.4% | +565.9% | +3,853.5% | +1,058.8% |
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