+921.6%
SMCI vs SPG
+103.4%
+818.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.0% | -4.0% |
| 7D | -1.3% | -2.2% | +0.9% | +0.1% |
| 30D | +18.3% | -5.8% | +24.1% | +22.6% |
| 3M | +27.7% | -2.8% | +30.5% | +28.1% |
| 6M | +17.6% | +8.9% | +8.7% | +9.6% |
| YTD | +27.7% | +14.3% | +13.4% | +15.5% |
| 1Y | -14.9% | +19.5% | -34.4% | -25.6% |
| 3Y | +33.2% | +106.9% | -73.7% | -22.8% |
| 5Y | +921.6% | +108.7% | +812.9% | +494.0% |
| All | +921.6% | +103.4% | +818.2% | +494.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling