+1,770.3%
SMCI vs WYNN
+1.1%
+1,769.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.8% | +8.1% | +7.6% |
| 7D | +1.3% | -4.2% | +5.5% | +2.8% |
| 30D | +6.6% | -14.6% | +21.2% | +12.6% |
| 3M | +25.4% | -18.4% | +43.8% | +34.2% |
| 6M | +26.1% | -11.9% | +38.1% | +32.4% |
| YTD | +37.0% | -26.6% | +63.6% | +53.1% |
| 1Y | -8.8% | -28.5% | +19.8% | +2.0% |
| 3Y | +44.6% | -5.1% | +49.7% | +45.7% |
| 5Y | +995.9% | -10.5% | +1,006.4% | +970.8% |
| All | +1,770.3% | +1.1% | +1,769.2% | +1,578.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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