+21.7%
SMCI vs SMR
-5.1%
+26.8%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.3% | 0.0% | -1.6% |
| 7D | +5.2% | +13.1% | -7.9% | -1.8% |
| 30D | +23.7% | +17.8% | +6.0% | +12.0% |
| 3M | -4.2% | +8.1% | -12.3% | -10.2% |
| 6M | +21.7% | -11.1% | +32.8% | +31.6% |
| All | +21.7% | -5.1% | +26.8% | +31.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling