-37.6%
SMCI vs SW
+29.5%
-67.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +4.1% | -9.8% | -8.1% |
| 7D | -17.3% | +12.1% | -29.4% | -23.3% |
| 30D | -31.5% | +6.6% | -38.0% | -34.5% |
| 3M | -6.6% | -6.0% | -0.6% | -3.3% |
| 6M | +6.0% | +21.5% | -15.5% | -5.6% |
| YTD | +1.1% | +20.3% | -19.2% | -15.5% |
| 1Y | -37.6% | +28.1% | -65.7% | -49.2% |
| All | -37.6% | +29.5% | -67.1% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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