+34.8%
SMCI vs XLC
+71.4%
-36.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.6% | -4.6% | -4.8% |
| 7D | -1.3% | -1.7% | +0.4% | +0.9% |
| 30D | +18.3% | +0.2% | +18.1% | +17.4% |
| 3M | +27.7% | +0.7% | +27.0% | +23.2% |
| 6M | +17.6% | -4.5% | +22.0% | +25.3% |
| YTD | +27.7% | -4.7% | +32.4% | +35.9% |
| 1Y | -14.9% | -1.5% | -13.4% | -14.3% |
| All | +34.8% | +71.4% | -36.7% | -49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling