+41.3%
SMCI vs SW
+19.6%
+21.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.3% | +3.3% | +4.1% |
| 7D | +6.8% | -5.1% | +11.9% | +8.8% |
| 30D | +30.6% | -4.6% | +35.2% | +32.7% |
| 3M | -15.6% | +9.4% | -25.0% | -18.0% |
| 6M | +21.3% | +3.5% | +17.7% | +18.9% |
| YTD | +35.3% | +22.0% | +13.2% | +26.8% |
| 1Y | -2.7% | +2.2% | -4.9% | -5.6% |
| All | +41.3% | +19.6% | +21.7% | +32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling