+1,216.6%
SMCI vs ASTS
+253.1%
+963.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -5.8% | -5.5% | -10.5% |
| 7D | -0.3% | +14.2% | -14.6% | -2.2% |
| 30D | -30.9% | -26.7% | -4.2% | -27.8% |
| 3M | -28.2% | -53.6% | +25.3% | -20.6% |
| 6M | -17.7% | -52.7% | +35.0% | -10.4% |
| YTD | -7.8% | -52.5% | +44.7% | -0.8% |
| 1Y | -28.8% | -46.5% | +17.7% | -24.9% |
| 3Y | +1.5% | +700.5% | -699.0% | -13.7% |
| 5Y | +517.8% | +168.5% | +349.3% | +437.4% |
| All | +1,216.6% | +253.1% | +963.5% | +873.4% |
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