+921.6%
SMCI vs XLB
+32.8%
+888.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -2.5% |
| 7D | -1.3% | -3.5% | +2.2% | +3.1% |
| 30D | +18.3% | -4.7% | +22.9% | +24.8% |
| 3M | +27.7% | +2.7% | +25.0% | +22.6% |
| 6M | +17.6% | +2.6% | +15.0% | +16.3% |
| YTD | +27.7% | +12.8% | +14.9% | +13.9% |
| 1Y | -14.9% | +14.0% | -28.8% | -25.2% |
| 3Y | +33.2% | +31.5% | +1.7% | -0.5% |
| 5Y | +921.6% | +33.4% | +888.2% | +696.9% |
| All | +921.6% | +32.8% | +888.8% | +696.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling