-37.6%
SMCI vs SGI
-10.7%
-26.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +6.8% | -12.5% | -8.7% |
| 7D | -17.3% | +12.1% | -29.4% | -22.1% |
| 30D | -31.5% | +12.1% | -43.5% | -35.7% |
| 3M | -6.6% | +0.4% | -7.0% | -7.1% |
| 6M | +6.0% | -4.0% | +10.0% | +7.2% |
| YTD | +1.1% | -21.2% | +22.4% | +8.5% |
| 1Y | -37.6% | -12.1% | -25.5% | -33.9% |
| All | -37.6% | -10.7% | -26.8% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling