+1,667.4%
SMCI vs SE
+589.8%
+1,077.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.9% | +5.4% | +4.8% |
| 7D | +6.8% | -6.1% | +12.9% | +8.3% |
| 30D | +30.6% | -2.5% | +33.0% | +30.8% |
| 3M | -15.6% | +21.7% | -37.3% | -20.2% |
| 6M | +21.3% | +27.0% | -5.7% | +13.4% |
| YTD | +35.3% | -12.1% | +47.4% | +36.9% |
| 1Y | -2.7% | -40.9% | +38.2% | +8.0% |
| 3Y | +40.3% | +191.0% | -150.7% | +12.6% |
| 5Y | +941.8% | -68.3% | +1,010.1% | +1,018.3% |
| All | +1,667.4% | +589.8% | +1,077.6% | +999.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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