-28.7%
SMCI vs SW
+26.7%
-55.4%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.9% | +7.1% | +6.8% |
| 7D | -12.7% | +2.3% | -15.0% | -14.1% |
| 30D | -36.0% | +6.8% | -42.8% | -38.9% |
| 3M | -2.1% | -5.2% | +3.1% | +0.6% |
| 6M | -17.0% | +7.4% | -24.4% | -21.8% |
| YTD | -1.7% | +17.4% | -19.1% | -15.6% |
| 1Y | -28.7% | +27.1% | -55.8% | -40.3% |
| All | -28.7% | +26.7% | -55.4% | -40.3% |
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