+40.4%
SMCI vs Z
-37.2%
+77.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.0% |
| 7D | +5.2% | -7.1% | +12.3% | +8.2% |
| 30D | +23.7% | -4.8% | +28.5% | +24.9% |
| 3M | -4.2% | -9.3% | +5.1% | -2.1% |
| 6M | +21.7% | -29.0% | +50.7% | +39.8% |
| YTD | +33.0% | -52.9% | +85.9% | +83.3% |
| 1Y | -9.3% | -63.1% | +53.8% | +39.5% |
| All | +40.4% | -37.2% | +77.6% | +70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling