+23.8%
SMCI vs Z
-22.8%
+46.6%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.1% | +6.7% | +4.7% |
| 7D | +6.8% | -3.0% | +9.8% | +7.0% |
| 30D | +30.6% | -4.2% | +34.8% | +30.9% |
| 3M | -15.6% | -3.7% | -11.9% | -9.1% |
| All | +23.8% | -22.8% | +46.6% | +52.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling