+945.5%
SMCI vs SPGI
+333.9%
+611.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -1.0% |
| 7D | -6.6% | +1.2% | -7.8% | -7.1% |
| 30D | -24.9% | +15.9% | -40.8% | -30.6% |
| 3M | -31.4% | +12.3% | -43.7% | -36.0% |
| 6M | -16.0% | +23.7% | -39.7% | -27.4% |
| YTD | -8.2% | -3.5% | -4.7% | -9.8% |
| 1Y | -23.4% | +0.4% | -23.8% | -26.8% |
| 3Y | +5.0% | +29.9% | -24.9% | -16.4% |
| 5Y | +515.0% | +15.2% | +499.8% | +419.6% |
| All | +945.5% | +333.9% | +611.7% | +335.0% |
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