-2.7%
SMCI vs XLI
+18.3%
-21.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.4% | +4.1% | +3.6% |
| 7D | +6.8% | -1.1% | +7.8% | +9.3% |
| 30D | +30.6% | -5.9% | +36.5% | +49.7% |
| 3M | -15.6% | -0.3% | -15.3% | -12.8% |
| 6M | +21.3% | +0.1% | +21.1% | +23.7% |
| YTD | +35.3% | +13.6% | +21.7% | +11.9% |
| 1Y | -2.7% | +17.2% | -19.9% | -18.5% |
| All | -2.7% | +18.3% | -21.0% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 1y: compounded portfolio wealth divided by compounded XLI 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…
1y analysis · Full analysis span regression · 6 months rolling