+4,477.6%
SMCI vs UMC
+1,072.8%
+3,404.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.4% | +4.9% | +6.5% |
| 7D | +1.3% | +9.0% | -7.7% | -1.6% |
| 30D | +6.6% | +17.2% | -10.6% | +0.9% |
| 3M | +25.4% | +11.4% | +14.0% | +20.7% |
| 6M | +26.1% | +137.5% | -111.4% | -3.7% |
| YTD | +37.0% | +193.1% | -156.1% | -3.7% |
| 1Y | -8.8% | +240.3% | -249.1% | -38.8% |
| 3Y | +44.6% | +262.2% | -217.6% | -2.8% |
| 5Y | +995.9% | +143.1% | +852.8% | +712.3% |
| 10Y | +1,801.4% | +1,853.0% | -51.6% | +705.7% |
| All | +4,477.6% | +1,072.8% | +3,404.8% | +1,710.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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