+1,410.4%
SMCI vs SGOV
+20.3%
+1,390.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | 0.0% | +7.3% | +7.2% |
| 7D | +1.3% | 0.0% | +1.2% | +1.1% |
| 30D | +6.6% | +0.3% | +6.3% | +5.5% |
| 3M | +25.4% | +0.9% | +24.5% | +20.6% |
| 6M | +26.1% | +1.8% | +24.3% | +15.5% |
| YTD | +37.0% | +2.5% | +34.5% | +19.3% |
| 1Y | -8.8% | +3.8% | -12.5% | -26.9% |
| 3Y | +44.6% | +14.4% | +30.2% | -67.3% |
| 5Y | +995.9% | +20.2% | +975.8% | +127.2% |
| All | +1,410.4% | +20.3% | +1,390.1% | +198.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling