-2.7%
SMCI vs SPYM
+20.9%
-23.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.4% | +4.9% | +5.9% |
| 7D | +6.8% | +0.1% | +6.7% | +6.2% |
| 30D | +30.6% | +0.1% | +30.5% | +30.8% |
| 3M | -15.6% | +2.0% | -17.6% | -19.1% |
| 6M | +21.3% | +13.1% | +8.2% | -14.1% |
| YTD | +35.3% | +13.6% | +21.6% | -5.3% |
| 1Y | -2.7% | +20.1% | -22.8% | -38.1% |
| All | -2.7% | +20.9% | -23.7% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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