+980.0%
SMCI vs SRE
+45.6%
+934.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.8% | +8.1% | +7.5% |
| 7D | +1.3% | -0.8% | +2.1% | +1.6% |
| 30D | +6.6% | -3.0% | +9.6% | +7.5% |
| 3M | +25.4% | -8.3% | +33.7% | +29.2% |
| 6M | +26.1% | -8.9% | +35.1% | +30.7% |
| YTD | +37.0% | -4.3% | +41.3% | +40.0% |
| 1Y | -8.8% | +2.7% | -11.5% | -8.5% |
| 3Y | +44.6% | +28.7% | +15.9% | +38.9% |
| All | +980.0% | +45.6% | +934.4% | +920.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling