+40.4%
SMCI vs USAR
+67.7%
-27.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.4% | +0.1% | -2.8% |
| 7D | +5.2% | -4.4% | +9.6% | +5.9% |
| 30D | +23.7% | -10.4% | +34.1% | +25.5% |
| 3M | -4.2% | -18.4% | +14.2% | -1.9% |
| 6M | +21.7% | -8.8% | +30.6% | +23.7% |
| YTD | +33.0% | +43.4% | -10.4% | +29.1% |
| 1Y | -9.3% | +21.0% | -30.3% | -12.0% |
| All | +40.4% | +67.7% | -27.4% | +74.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling