+945.5%
SMCI vs SO
+197.2%
+748.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.7% | -0.7% |
| 7D | -6.6% | +1.4% | -7.9% | -6.8% |
| 30D | -24.9% | +4.7% | -29.6% | -25.6% |
| 3M | -31.4% | +1.7% | -33.1% | -31.7% |
| 6M | -16.0% | +2.2% | -18.2% | -16.7% |
| YTD | -8.2% | +10.0% | -18.2% | -10.3% |
| 1Y | -23.4% | +6.0% | -29.5% | -24.6% |
| 3Y | +5.0% | +54.1% | -49.1% | -9.7% |
| 5Y | +515.0% | +79.6% | +435.4% | +391.4% |
| All | +945.5% | +197.2% | +748.4% | +763.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 10y: compounded portfolio wealth divided by compounded SO 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…
10y analysis · Full analysis span regression · 6 months rolling