-2.7%
SMCI vs SNY
+2.0%
-4.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.2% | +4.7% | +4.6% |
| 7D | +6.8% | -1.3% | +8.1% | +7.2% |
| 30D | +30.6% | +3.4% | +27.2% | +29.1% |
| 3M | -15.6% | -0.3% | -15.3% | -15.0% |
| 6M | +21.3% | +1.0% | +20.2% | +20.5% |
| YTD | +35.3% | -3.6% | +38.9% | +36.6% |
| 1Y | -2.7% | +3.0% | -5.7% | -9.6% |
| All | -2.7% | +2.0% | -4.8% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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