-37.6%
SMCI vs Z
-54.2%
+16.6%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +9.4% | -15.1% | -6.1% |
| 7D | -17.3% | +10.2% | -27.5% | -17.8% |
| 30D | -31.5% | +23.7% | -55.1% | -33.1% |
| 3M | -6.6% | -6.6% | 0.0% | -5.1% |
| 6M | +6.0% | -23.0% | +29.0% | +18.9% |
| YTD | +1.1% | -50.3% | +51.4% | +24.3% |
| 1Y | -37.6% | -53.6% | +16.0% | -22.2% |
| All | -37.6% | -54.2% | +16.6% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling