+1,770.3%
SMCI vs SPY
+322.5%
+1,447.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.9% | +6.4% | +6.0% |
| 7D | +1.3% | -0.8% | +2.1% | +2.6% |
| 30D | +6.6% | -1.1% | +7.7% | +8.6% |
| 3M | +25.4% | +3.9% | +21.6% | +19.5% |
| 6M | +26.1% | +13.6% | +12.5% | +9.4% |
| YTD | +37.0% | +12.7% | +24.3% | +21.0% |
| 1Y | -8.8% | +17.5% | -26.3% | -23.4% |
| 3Y | +44.6% | +76.9% | -32.3% | -23.7% |
| 5Y | +995.9% | +83.6% | +912.3% | +470.1% |
| All | +1,770.3% | +322.5% | +1,447.9% | +278.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling