+4,344.1%
SMCI vs SGI
+1,047.3%
+3,296.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -2.7% |
| 7D | +5.2% | +0.6% | +4.6% | +5.1% |
| 30D | +23.7% | +5.5% | +18.2% | +21.6% |
| 3M | -4.2% | -3.6% | -0.6% | -3.2% |
| 6M | +21.7% | -15.0% | +36.8% | +28.0% |
| YTD | +33.0% | -23.0% | +56.0% | +43.7% |
| 1Y | -9.3% | -18.4% | +9.1% | -4.1% |
| 3Y | +38.7% | +57.8% | -19.1% | +22.0% |
| 5Y | +967.2% | +51.5% | +915.7% | +822.8% |
| 10Y | +1,745.9% | +275.2% | +1,470.7% | +1,033.3% |
| All | +4,344.1% | +1,047.3% | +3,296.8% | +1,313.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling