+32.8%
SMCI vs USAR
+53.8%
-21.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -3.0% | +10.3% | +7.7% |
| 7D | +1.3% | -11.6% | +12.9% | +3.0% |
| 30D | +6.6% | -15.5% | +22.1% | +9.0% |
| 3M | +25.4% | -31.0% | +56.5% | +31.0% |
| 6M | +26.1% | -26.2% | +52.4% | +30.9% |
| YTD | +37.0% | +30.8% | +6.2% | +34.6% |
| 1Y | -8.8% | +7.1% | -15.8% | -10.2% |
| 3Y | +44.6% | +53.0% | -8.4% | +86.6% |
| All | +32.8% | +53.8% | -21.0% | +96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 10y: compounded portfolio wealth divided by compounded USAR 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…
10y analysis · Full analysis span regression · 6 months rolling