-14.9%
SMCI vs SPGI
-20.0%
+5.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.9% | -2.1% | -4.4% |
| 7D | -1.3% | -8.9% | +7.6% | -3.6% |
| 30D | +18.3% | +0.6% | +17.6% | +18.5% |
| 3M | +27.7% | +2.0% | +25.7% | +28.8% |
| 6M | +17.6% | +0.1% | +17.5% | +18.5% |
| YTD | +27.7% | -16.4% | +44.1% | +25.9% |
| 1Y | -14.9% | -18.9% | +4.1% | -14.3% |
| All | -14.9% | -20.0% | +5.2% | -14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling