+1,770.3%
SMCI vs SGI
+270.1%
+1,500.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.0% | +6.3% | +6.9% |
| 7D | +1.3% | -4.5% | +5.7% | +3.1% |
| 30D | +6.6% | +4.2% | +2.4% | +4.9% |
| 3M | +25.4% | -7.4% | +32.9% | +28.2% |
| 6M | +26.1% | -15.1% | +41.2% | +34.2% |
| YTD | +37.0% | -24.7% | +61.7% | +51.7% |
| 1Y | -8.8% | -21.8% | +13.0% | -0.9% |
| 3Y | +44.6% | +50.0% | -5.4% | +25.3% |
| 5Y | +995.9% | +48.9% | +947.0% | +812.7% |
| All | +1,770.3% | +270.1% | +1,500.3% | +997.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling