+5,081.9%
SMCI vs SW
+755.0%
+4,326.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.3% | +3.3% | +4.4% |
| 7D | +6.8% | -5.1% | +11.9% | +7.3% |
| 30D | +30.6% | -4.6% | +35.2% | +31.1% |
| 3M | -15.6% | +9.4% | -25.0% | -16.2% |
| 6M | +21.3% | +3.5% | +17.7% | +21.0% |
| YTD | +35.3% | +22.0% | +13.2% | +33.3% |
| 1Y | -2.7% | +2.2% | -4.9% | -3.1% |
| 3Y | +40.3% | +19.6% | +20.7% | +37.7% |
| 5Y | +941.8% | -2.3% | +944.2% | +919.2% |
| 10Y | +1,687.4% | +181.4% | +1,506.0% | +1,583.9% |
| All | +5,081.9% | +755.0% | +4,326.9% | +4,899.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling