+44.6%
SMCI vs SPYG
+98.4%
-53.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.8% | +6.5% | +5.4% |
| 7D | +1.3% | -0.9% | +2.2% | +3.6% |
| 30D | +6.6% | -1.5% | +8.1% | +11.0% |
| 3M | +25.4% | +3.7% | +21.7% | +16.0% |
| 6M | +26.1% | +16.4% | +9.7% | -3.8% |
| YTD | +37.0% | +13.3% | +23.7% | +11.1% |
| 1Y | -8.8% | +17.9% | -26.6% | -31.5% |
| 3Y | +44.6% | +98.3% | -53.7% | -70.5% |
| All | +44.6% | +98.4% | -53.8% | -70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling