+44.6%
SMCI vs XLK
+119.6%
-75.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.3% | +6.0% | +4.7% |
| 7D | +1.3% | +0.2% | +1.1% | +1.1% |
| 30D | +6.6% | -0.6% | +7.3% | +8.3% |
| 3M | +25.4% | +2.6% | +22.9% | +20.6% |
| 6M | +26.1% | +34.0% | -7.8% | -23.1% |
| YTD | +37.0% | +30.7% | +6.3% | -12.7% |
| 1Y | -8.8% | +39.2% | -48.0% | -48.1% |
| 3Y | +44.6% | +120.4% | -75.8% | -66.8% |
| All | +44.6% | +119.6% | -75.0% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLK.
Daily Out/Under-Performance
Portfolio return minus XLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLK 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 XLK 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