+1,643.5%
SMCI vs XLE
+181.6%
+1,461.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.7% |
| 7D | -1.3% | +0.5% | -1.8% | -1.5% |
| 30D | +18.3% | +6.6% | +11.7% | +14.6% |
| 3M | +27.7% | +12.3% | +15.4% | +20.2% |
| 6M | +17.6% | +18.4% | -0.8% | +6.0% |
| YTD | +27.7% | +47.2% | -19.5% | +2.7% |
| 1Y | -14.9% | +50.3% | -65.1% | -32.4% |
| 3Y | +33.2% | +55.3% | -22.1% | +3.3% |
| 5Y | +921.6% | +226.0% | +695.6% | +428.4% |
| All | +1,643.5% | +181.6% | +1,461.8% | +764.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 XLE 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