-37.6%
SMCI vs SPY
+14.6%
-52.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.7% | -7.4% | -11.9% |
| 7D | -17.3% | -0.7% | -16.6% | -15.3% |
| 30D | -31.5% | -1.0% | -30.4% | -28.2% |
| 3M | -6.6% | -0.3% | -6.3% | -3.8% |
| 6M | +6.0% | +7.3% | -1.3% | -12.1% |
| YTD | +1.1% | +13.3% | -12.2% | -27.9% |
| 1Y | -37.6% | +14.8% | -52.3% | -56.7% |
| All | -37.6% | +14.6% | -52.2% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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