+75.4%
SPY vs SMCI
+30.9%
+44.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | -0.3% |
| 7D | -2.0% | -1.3% | -0.7% | -1.9% |
| 30D | -1.7% | +18.3% | -19.9% | -2.9% |
| 3M | +4.7% | +27.7% | -23.0% | +2.5% |
| 6M | +12.5% | +17.6% | -5.1% | +9.2% |
| YTD | +11.7% | +27.7% | -16.0% | +7.6% |
| 1Y | +17.5% | -14.9% | +32.4% | +15.7% |
| All | +75.4% | +30.9% | +44.5% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling