+4,495.9%
SMCI vs XLB
+304.5%
+4,191.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.6% | +2.5% |
| 7D | +9.7% | -0.2% | +9.9% | +9.8% |
| 30D | +29.3% | -1.7% | +31.1% | +30.9% |
| 3M | -8.5% | +4.4% | -12.8% | -11.6% |
| 6M | +28.6% | +5.0% | +23.6% | +25.4% |
| YTD | +37.5% | +15.5% | +22.1% | +24.0% |
| 1Y | +0.5% | +14.9% | -14.4% | -9.3% |
| 3Y | +43.4% | +34.5% | +8.9% | +14.6% |
| 5Y | +1,008.2% | +36.5% | +971.6% | +786.4% |
| 10Y | +1,776.0% | +159.6% | +1,616.4% | +782.5% |
| All | +4,495.9% | +304.5% | +4,191.4% | +1,206.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling