+980.0%
SMCI vs SPYM
+82.9%
+897.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.8% | +6.4% | +5.5% |
| 7D | +1.3% | -0.8% | +2.1% | +3.1% |
| 30D | +6.6% | -1.1% | +7.7% | +9.4% |
| 3M | +25.4% | +3.9% | +21.6% | +17.2% |
| 6M | +26.1% | +13.6% | +12.5% | +3.7% |
| YTD | +37.0% | +12.7% | +24.3% | +15.2% |
| 1Y | -8.8% | +17.6% | -26.3% | -28.3% |
| 3Y | +44.6% | +77.2% | -32.6% | -38.9% |
| All | +980.0% | +82.9% | +897.0% | +370.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling