+5.0%
SMCI vs Z
-18.1%
+23.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -1.6% |
| 7D | -6.6% | +0.8% | -7.4% | -6.8% |
| 30D | -24.9% | +5.2% | -30.1% | -27.4% |
| 3M | -31.4% | -17.0% | -14.3% | -28.3% |
| 6M | -16.0% | -22.7% | +6.6% | -10.3% |
| YTD | -8.2% | -56.3% | +48.1% | +26.3% |
| 1Y | -23.4% | -57.7% | +34.2% | +6.5% |
| 3Y | +5.0% | -16.5% | +21.6% | -8.9% |
| All | +5.0% | -18.1% | +23.2% | -8.9% |
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