+34.8%
SMCI vs SGI
+50.3%
-15.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.1% | -0.9% | -2.0% |
| 7D | -1.3% | -4.9% | +3.6% | +2.0% |
| 30D | +18.3% | +1.6% | +16.7% | +16.6% |
| 3M | +27.7% | -3.2% | +30.9% | +28.3% |
| 6M | +17.6% | -16.0% | +33.6% | +30.5% |
| YTD | +27.7% | -25.4% | +53.1% | +51.5% |
| 1Y | -14.9% | -21.6% | +6.7% | -3.2% |
| All | +34.8% | +50.3% | -15.5% | -3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling