+4,495.9%
SMCI vs SPG
+369.7%
+4,126.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.2% |
| 7D | +9.7% | 0.0% | +9.7% | +9.7% |
| 30D | +29.3% | -4.9% | +34.3% | +31.7% |
| 3M | -8.5% | +3.3% | -11.8% | -10.4% |
| 6M | +28.6% | +11.2% | +17.4% | +23.0% |
| YTD | +37.5% | +17.1% | +20.5% | +29.2% |
| 1Y | +0.5% | +21.6% | -21.0% | -7.2% |
| 3Y | +43.4% | +111.9% | -68.4% | +6.8% |
| 5Y | +1,008.2% | +106.9% | +901.2% | +732.2% |
| 10Y | +1,776.0% | +62.2% | +1,713.8% | +1,290.1% |
| All | +4,495.9% | +369.7% | +4,126.2% | +1,881.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling