+481.4%
SMCI vs SW
-1.6%
+483.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -1.5% | -7.0% | -8.2% |
| 7D | -21.3% | +4.7% | -26.0% | -22.3% |
| 30D | -37.7% | +5.0% | -42.7% | -38.6% |
| 3M | -10.7% | -7.3% | -3.4% | -9.2% |
| 6M | -2.7% | +15.0% | -17.7% | -5.2% |
| YTD | -7.5% | +18.5% | -26.0% | -10.7% |
| 1Y | -35.6% | +27.1% | -62.7% | -38.6% |
| 3Y | +6.2% | +49.3% | -43.1% | -0.6% |
| 5Y | +481.4% | -1.6% | +483.0% | +446.6% |
| All | +481.4% | -1.6% | +483.0% | +446.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling