+44.6%
SMCI vs WYNN
-5.1%
+49.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.8% | +8.1% | +7.8% |
| 7D | +1.3% | -4.2% | +5.5% | +4.0% |
| 30D | +6.6% | -14.6% | +21.2% | +17.1% |
| 3M | +25.4% | -18.4% | +43.8% | +41.0% |
| 6M | +26.1% | -11.9% | +38.1% | +36.7% |
| YTD | +37.0% | -26.6% | +63.6% | +64.8% |
| 1Y | -8.8% | -28.5% | +19.8% | +9.4% |
| 3Y | +44.6% | -5.1% | +49.7% | +36.7% |
| All | +44.6% | -5.1% | +49.7% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling