+40.4%
SMCI vs SPGI
+16.0%
+24.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.8% | -2.8% |
| 7D | +5.2% | -3.1% | +8.3% | +5.8% |
| 30D | +23.7% | +2.0% | +21.7% | +23.0% |
| 3M | -4.2% | +4.3% | -8.5% | -6.4% |
| 6M | +21.7% | -0.2% | +22.0% | +20.8% |
| YTD | +33.0% | -14.8% | +47.8% | +41.0% |
| 1Y | -9.3% | -18.5% | +9.2% | -1.1% |
| All | +40.4% | +16.0% | +24.4% | +14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling