+1,488.1%
SMCI vs XLC
+145.0%
+1,343.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.0% | +6.3% | +6.3% |
| 7D | +1.3% | +0.5% | +0.8% | +0.8% |
| 30D | +6.6% | +2.1% | +4.5% | +4.3% |
| 3M | +25.4% | +0.7% | +24.7% | +22.3% |
| 6M | +26.1% | -3.2% | +29.3% | +29.7% |
| YTD | +37.0% | -3.8% | +40.8% | +41.4% |
| 1Y | -8.8% | -2.0% | -6.7% | -7.4% |
| 3Y | +44.6% | +71.4% | -26.8% | -12.9% |
| 5Y | +995.9% | +40.7% | +955.2% | +691.0% |
| All | +1,488.1% | +145.0% | +1,343.1% | +628.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling