+1,770.3%
SMCI vs XLY
+220.9%
+1,549.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.9% | +6.4% | +6.3% |
| 7D | +1.3% | -1.7% | +3.0% | +3.3% |
| 30D | +6.6% | -4.2% | +10.8% | +11.5% |
| 3M | +25.4% | -2.7% | +28.1% | +27.2% |
| 6M | +26.1% | -0.6% | +26.8% | +28.6% |
| YTD | +37.0% | -5.0% | +42.0% | +46.9% |
| 1Y | -8.8% | -4.1% | -4.7% | -3.1% |
| 3Y | +44.6% | +33.6% | +11.0% | +13.3% |
| 5Y | +995.9% | +28.7% | +967.2% | +790.3% |
| All | +1,770.3% | +220.9% | +1,549.5% | +531.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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