+980.0%
SMCI vs SHEL
+191.1%
+788.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.8% | +6.4% | +6.9% |
| 7D | +1.3% | +4.1% | -2.8% | -0.4% |
| 30D | +6.6% | +8.4% | -1.8% | +3.0% |
| 3M | +25.4% | +13.7% | +11.7% | +18.3% |
| 6M | +26.1% | +12.7% | +13.4% | +18.9% |
| YTD | +37.0% | +35.3% | +1.7% | +18.6% |
| 1Y | -8.8% | +39.4% | -48.1% | -22.2% |
| 3Y | +44.6% | +71.5% | -26.9% | +12.5% |
| All | +980.0% | +191.1% | +788.9% | +581.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 5y: compounded portfolio wealth divided by compounded SHEL 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…
5y analysis · Full analysis span regression · 6 months rolling