-1.4%
SPY vs SMCI
+21.7%
-23.0%
-2.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | SMCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.3% |
| 7D | -0.4% | +5.2% | -5.6% | -0.5% |
| 30D | -1.4% | +23.7% | -25.1% | -2.2% |
| All | -1.4% | +21.7% | -23.0% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SMCI.
Daily Out/Under-Performance
Portfolio return minus SMCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMCI 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 1mo: compounded portfolio wealth divided by compounded SMCI 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…
1mo analysis · Full analysis span regression · Available span rolling