+1,643.5%
SMCI vs SPGI
+291.9%
+1,351.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.9% | -2.1% | -3.0% |
| 7D | -1.3% | -8.9% | +7.6% | +3.5% |
| 30D | +18.3% | +0.6% | +17.6% | +17.5% |
| 3M | +27.7% | +2.0% | +25.7% | +23.5% |
| 6M | +17.6% | +0.1% | +17.5% | +14.2% |
| YTD | +27.7% | -16.4% | +44.1% | +35.8% |
| 1Y | -14.9% | -18.9% | +4.1% | -8.7% |
| 3Y | +33.2% | +13.8% | +19.4% | +14.2% |
| 5Y | +921.6% | +0.5% | +921.1% | +827.1% |
| All | +1,643.5% | +291.9% | +1,351.6% | +695.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 10y: compounded portfolio wealth divided by compounded SPGI 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…
10y analysis · Full analysis span regression · 6 months rolling