-2.7%
SMCI vs SRE
+4.7%
-7.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.6% | +5.2% | +4.9% |
| 7D | +6.8% | -0.3% | +7.1% | +6.9% |
| 30D | +30.6% | -0.7% | +31.3% | +30.4% |
| 3M | -15.6% | -6.3% | -9.3% | -11.6% |
| 6M | +21.3% | -10.7% | +31.9% | +33.7% |
| YTD | +35.3% | -3.5% | +38.7% | +43.8% |
| 1Y | -2.7% | +5.3% | -8.0% | +5.2% |
| All | -2.7% | +4.7% | -7.4% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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