+4,344.1%
SMCI vs SRE
+393.1%
+3,951.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.0% |
| 7D | +5.2% | +1.5% | +3.8% | +4.5% |
| 30D | +23.7% | +0.8% | +22.9% | +22.8% |
| 3M | -4.2% | -5.8% | +1.6% | -1.5% |
| 6M | +21.7% | -7.8% | +29.5% | +26.9% |
| YTD | +33.0% | -2.4% | +35.4% | +34.8% |
| 1Y | -9.3% | +8.9% | -18.2% | -12.8% |
| 3Y | +38.7% | +31.1% | +7.6% | +18.0% |
| 5Y | +967.2% | +48.6% | +918.5% | +733.2% |
| 10Y | +1,745.9% | +126.1% | +1,619.8% | +970.8% |
| All | +4,344.1% | +393.1% | +3,951.0% | +1,279.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling