+1,255.6%
SMCI vs ASTS
+244.8%
+1,010.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -8.7% | +5.8% | -1.6% |
| 7D | -11.5% | -9.3% | -2.2% | -10.4% |
| 30D | -33.6% | -33.9% | +0.3% | -29.8% |
| 3M | -11.7% | -51.0% | +39.3% | -3.0% |
| 6M | -21.4% | -55.1% | +33.7% | -14.1% |
| YTD | -5.1% | -53.6% | +48.6% | +2.3% |
| 1Y | -30.9% | -51.0% | +20.1% | -26.4% |
| 3Y | +4.5% | +681.7% | -677.2% | -10.9% |
| 5Y | +534.2% | +182.4% | +351.8% | +450.2% |
| All | +1,255.6% | +244.8% | +1,010.8% | +904.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 10y: compounded portfolio wealth divided by compounded ASTS 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…
10y analysis · Full analysis span regression · 6 months rolling