+4,419.4%
SMCI vs SPGI
+936.2%
+3,483.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.6% | +6.1% | +5.3% |
| 7D | +6.8% | +0.1% | +6.6% | +6.6% |
| 30D | +30.6% | +8.4% | +22.2% | +25.2% |
| 3M | -15.6% | +11.8% | -27.4% | -21.9% |
| 6M | +21.3% | +5.7% | +15.5% | +15.0% |
| YTD | +35.3% | -9.7% | +44.9% | +37.3% |
| 1Y | -2.7% | -12.5% | +9.7% | -0.6% |
| 3Y | +40.3% | +21.8% | +18.5% | +20.2% |
| 5Y | +941.8% | +8.2% | +933.7% | +838.0% |
| 10Y | +1,687.4% | +309.5% | +1,377.8% | +723.7% |
| All | +4,419.4% | +936.2% | +3,483.2% | +933.2% |
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