-37.6%
SMCI vs UL
+1.7%
-39.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.3% | -9.0% | -3.8% |
| 7D | -17.3% | +4.7% | -22.0% | -14.9% |
| 30D | -31.5% | +11.6% | -43.0% | -27.2% |
| 3M | -6.6% | +5.3% | -11.9% | -2.9% |
| 6M | +6.0% | +16.0% | -10.0% | +15.8% |
| YTD | +1.1% | +5.0% | -3.8% | +10.7% |
| 1Y | -37.6% | +1.1% | -38.7% | -32.9% |
| All | -37.6% | +1.7% | -39.2% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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