-8.8%
SMCI vs SMR
-75.4%
+66.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -15.7% | +22.9% | +12.3% |
| 7D | +1.3% | -11.2% | +12.5% | +3.9% |
| 30D | +6.6% | -10.2% | +16.8% | +8.7% |
| 3M | +25.4% | -10.0% | +35.5% | +25.9% |
| 6M | +26.1% | -30.5% | +56.6% | +37.1% |
| YTD | +37.0% | -39.2% | +76.2% | +51.7% |
| 1Y | -8.8% | -75.5% | +66.8% | +16.7% |
| All | -8.8% | -75.4% | +66.7% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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