+4,344.1%
SMCI vs SPYM
+678.6%
+3,665.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -2.7% |
| 7D | +5.2% | -0.4% | +5.6% | +5.7% |
| 30D | +23.7% | -1.4% | +25.1% | +26.2% |
| 3M | -4.2% | +3.7% | -7.9% | -7.2% |
| 6M | +21.7% | +13.0% | +8.7% | +8.5% |
| YTD | +33.0% | +12.5% | +20.5% | +20.0% |
| 1Y | -9.3% | +18.6% | -27.9% | -22.7% |
| 3Y | +38.7% | +78.0% | -39.3% | -21.1% |
| 5Y | +967.2% | +82.3% | +884.9% | +509.5% |
| 10Y | +1,745.9% | +322.9% | +1,423.0% | +332.4% |
| All | +4,344.1% | +678.6% | +3,665.4% | +449.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling