+5.0%
SMCI vs XRT
+58.7%
-53.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.9% | -0.8% |
| 7D | -6.6% | +1.7% | -8.3% | -8.0% |
| 30D | -24.9% | +7.5% | -32.4% | -31.0% |
| 3M | -31.4% | +2.2% | -33.6% | -33.9% |
| 6M | -16.0% | +14.7% | -30.7% | -29.3% |
| YTD | -8.2% | +7.5% | -15.7% | -15.8% |
| 1Y | -23.4% | +14.1% | -37.5% | -34.0% |
| 3Y | +5.0% | +58.8% | -53.7% | -35.0% |
| All | +5.0% | +58.7% | -53.6% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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