+44.6%
SMCI vs XLU
+47.0%
-2.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.3% | +7.6% | +7.5% |
| 7D | +1.3% | -1.6% | +2.9% | +2.3% |
| 30D | +6.6% | -3.3% | +9.9% | +8.8% |
| 3M | +25.4% | -3.2% | +28.6% | +28.2% |
| 6M | +26.1% | -7.0% | +33.1% | +33.2% |
| YTD | +37.0% | +0.6% | +36.4% | +39.1% |
| 1Y | -8.8% | +2.4% | -11.2% | -7.9% |
| 3Y | +44.6% | +46.3% | -1.7% | +27.3% |
| All | +44.6% | +47.0% | -2.4% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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