-37.6%
SMCI vs SPYG
+10.8%
-48.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.3% | -7.0% | -9.1% |
| 7D | -17.3% | -2.8% | -14.6% | -10.8% |
| 30D | -31.5% | -6.2% | -25.3% | -17.8% |
| 3M | -6.6% | -3.6% | -3.0% | +5.1% |
| 6M | +6.0% | +4.8% | +1.3% | +1.2% |
| YTD | +1.1% | +11.0% | -9.9% | -15.4% |
| 1Y | -37.6% | +11.2% | -48.8% | -47.8% |
| All | -37.6% | +10.8% | -48.4% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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