+2,981.1%
SMCI vs SPGI
+994.6%
+1,986.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -1.4% | -9.9% | -10.6% |
| 7D | -0.3% | -0.8% | +0.5% | +0.1% |
| 30D | -30.9% | +14.3% | -45.2% | -35.5% |
| 3M | -28.2% | +14.5% | -42.7% | -33.5% |
| 6M | -17.7% | +17.3% | -35.0% | -26.2% |
| YTD | -7.8% | -4.6% | -3.2% | -9.5% |
| 1Y | -28.8% | +0.8% | -29.6% | -32.3% |
| 3Y | +1.5% | +28.8% | -27.3% | -16.1% |
| 5Y | +517.8% | +14.0% | +503.8% | +440.2% |
| 10Y | +958.4% | +332.5% | +625.9% | +372.0% |
| All | +2,981.1% | +994.6% | +1,986.4% | +580.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling