+1,494.5%
SMCI vs XLC
+142.6%
+1,351.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.1% | +2.2% |
| 7D | +9.7% | +0.6% | +9.1% | +8.9% |
| 30D | +29.3% | +0.2% | +29.1% | +28.7% |
| 3M | -8.5% | +0.6% | -9.1% | -10.6% |
| 6M | +28.6% | -4.5% | +33.1% | +34.0% |
| YTD | +37.5% | -4.7% | +42.3% | +43.3% |
| 1Y | +0.5% | -1.7% | +2.2% | +1.6% |
| 3Y | +43.4% | +72.3% | -28.8% | -14.0% |
| 5Y | +1,008.2% | +37.8% | +970.4% | +715.5% |
| All | +1,494.5% | +142.6% | +1,351.8% | +638.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded XLC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling