-17.7%
SMCI vs SPGI
+17.7%
-35.4%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -1.4% | -9.9% | -12.1% |
| 7D | -0.3% | -0.8% | +0.5% | -0.9% |
| 30D | -30.9% | +14.3% | -45.2% | -24.8% |
| 3M | -28.2% | +14.5% | -42.7% | -21.2% |
| 6M | -17.7% | +17.3% | -35.0% | -6.7% |
| All | -17.7% | +17.7% | -35.4% | -6.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling