-37.6%
SMCI vs SGOV
+3.1%
-40.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | 0.0% | -5.7% | -5.7% |
| 7D | -17.3% | -0.2% | -17.1% | -15.9% |
| 30D | -31.5% | 0.0% | -31.5% | -28.1% |
| 3M | -6.6% | +0.3% | -6.9% | +13.5% |
| 6M | +6.0% | +1.2% | +4.8% | +45.4% |
| YTD | +1.1% | +2.5% | -1.3% | -8.7% |
| 1Y | -37.6% | +3.1% | -40.7% | -50.6% |
| All | -37.6% | +3.1% | -40.7% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SGOV.
Daily Out/Under-Performance
Portfolio return minus SGOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGOV 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 SGOV 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