-8.8%
SMCI vs Z
-62.2%
+53.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.0% | +3.3% | +6.8% |
| 7D | +1.3% | -6.0% | +7.3% | +1.9% |
| 30D | +6.6% | -2.3% | +8.9% | +6.4% |
| 3M | +25.4% | -0.6% | +26.0% | +24.8% |
| 6M | +26.1% | -27.6% | +53.8% | +38.1% |
| YTD | +37.0% | -52.4% | +89.4% | +51.9% |
| 1Y | -8.8% | -63.6% | +54.8% | -11.5% |
| All | -8.8% | -62.2% | +53.4% | -11.5% |
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