-23.4%
SMCI vs SW
+24.2%
-47.6%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | +0.1% |
| 7D | -6.6% | -2.9% | -3.6% | -4.9% |
| 30D | -24.9% | +5.0% | -29.9% | -27.7% |
| 3M | -31.4% | -13.7% | -17.7% | -25.1% |
| 6M | -16.0% | +8.0% | -24.0% | -20.8% |
| YTD | -8.2% | +14.0% | -22.2% | -19.3% |
| 1Y | -23.4% | +25.6% | -49.0% | -34.7% |
| All | -23.4% | +24.2% | -47.6% | -34.7% |
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