+1,413.0%
SMCI vs Z
+17.0%
+1,395.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.4% | +8.1% | +3.5% |
| 7D | +9.7% | -3.3% | +12.9% | +10.5% |
| 30D | +29.3% | -3.7% | +33.0% | +29.9% |
| 3M | -8.5% | -7.0% | -1.5% | -8.0% |
| 6M | +28.6% | -29.5% | +58.1% | +40.1% |
| YTD | +37.5% | -52.6% | +90.1% | +66.6% |
| 1Y | +0.5% | -64.0% | +64.6% | +30.6% |
| 3Y | +43.4% | -36.4% | +79.9% | +57.1% |
| 5Y | +1,008.2% | -65.8% | +1,073.9% | +1,200.0% |
| 10Y | +1,776.0% | -5.8% | +1,781.9% | +1,428.2% |
| All | +1,413.0% | +17.0% | +1,395.9% | +1,029.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling