+1,558.0%
SMCI vs XYZ
+608.9%
+949.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.0% |
| 7D | +5.2% | -3.7% | +8.9% | +6.4% |
| 30D | +23.7% | +0.5% | +23.2% | +23.4% |
| 3M | -4.2% | +16.3% | -20.5% | -8.8% |
| 6M | +21.7% | +21.1% | +0.6% | +14.8% |
| YTD | +33.0% | +22.0% | +11.0% | +24.5% |
| 1Y | -9.3% | +5.2% | -14.4% | -11.7% |
| 3Y | +38.7% | +49.6% | -10.9% | +20.7% |
| 5Y | +967.2% | -68.4% | +1,035.6% | +1,128.5% |
| 10Y | +1,745.9% | +604.5% | +1,141.4% | +933.9% |
| All | +1,558.0% | +608.9% | +949.1% | +855.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 all: compounded portfolio wealth divided by compounded XYZ 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…
all analysis · Full analysis span regression · 6 months rolling