+34.8%
SMCI vs SO
+43.5%
-8.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -4.3% |
| 7D | -1.3% | -1.1% | -0.1% | -1.9% |
| 30D | +18.3% | -3.7% | +22.0% | +16.1% |
| 3M | +27.7% | -5.9% | +33.6% | +24.0% |
| 6M | +17.6% | -7.3% | +24.9% | +13.9% |
| YTD | +27.7% | +3.1% | +24.6% | +31.5% |
| 1Y | -14.9% | -1.0% | -13.9% | -14.1% |
| All | +34.8% | +43.5% | -8.7% | +57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling