-8.8%
SMCI vs SPG
+19.1%
-27.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.1% | +7.2% | +7.3% |
| 7D | +1.3% | -1.2% | +2.4% | +1.7% |
| 30D | +6.6% | -6.1% | +12.8% | +8.8% |
| 3M | +25.4% | -3.6% | +29.1% | +21.9% |
| 6M | +26.1% | +10.4% | +15.7% | +7.9% |
| YTD | +37.0% | +14.4% | +22.6% | +18.1% |
| 1Y | -8.8% | +16.5% | -25.3% | -22.5% |
| All | -8.8% | +19.1% | -27.8% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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