+34.8%
SMCI vs XLB
+30.6%
+4.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -2.4% |
| 7D | -1.3% | -3.5% | +2.2% | +3.5% |
| 30D | +18.3% | -4.7% | +22.9% | +25.4% |
| 3M | +27.7% | +2.7% | +25.0% | +21.7% |
| 6M | +17.6% | +2.6% | +15.0% | +15.6% |
| YTD | +27.7% | +12.8% | +14.9% | +13.0% |
| 1Y | -14.9% | +14.0% | -28.8% | -25.8% |
| All | +34.8% | +30.6% | +4.2% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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