+44.6%
SMCI vs SPG
+106.8%
-62.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.1% | +7.2% | +7.2% |
| 7D | +1.3% | -1.2% | +2.4% | +2.0% |
| 30D | +6.6% | -6.1% | +12.8% | +10.3% |
| 3M | +25.4% | -3.6% | +29.1% | +25.8% |
| 6M | +26.1% | +10.4% | +15.7% | +16.1% |
| YTD | +37.0% | +14.4% | +22.6% | +23.7% |
| 1Y | -8.8% | +16.5% | -25.3% | -18.8% |
| 3Y | +44.6% | +106.8% | -62.2% | -20.6% |
| All | +44.6% | +106.8% | -62.2% | -20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling