-2.7%
SMCI vs SITM
+174.8%
-177.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +6.5% | -2.0% | +2.5% |
| 7D | +6.8% | +9.7% | -3.0% | +3.8% |
| 30D | +30.6% | +12.7% | +17.9% | +23.7% |
| 3M | -15.6% | -13.4% | -2.2% | -13.4% |
| 6M | +21.3% | +59.6% | -38.4% | +1.1% |
| YTD | +35.3% | +73.3% | -38.0% | +10.2% |
| 1Y | -2.7% | +165.5% | -168.3% | -21.8% |
| All | -2.7% | +174.8% | -177.5% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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