+1,770.3%
SMCI vs NSC
+332.1%
+1,438.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.9% | +8.2% | +7.7% |
| 7D | +1.3% | -2.8% | +4.1% | +2.6% |
| 30D | +6.6% | -4.5% | +11.1% | +8.7% |
| 3M | +25.4% | +3.5% | +21.9% | +22.6% |
| 6M | +26.1% | +8.5% | +17.6% | +19.5% |
| YTD | +37.0% | +12.3% | +24.7% | +27.6% |
| 1Y | -8.8% | +18.9% | -27.7% | -17.3% |
| 3Y | +44.6% | +74.1% | -29.5% | +3.1% |
| 5Y | +995.9% | +43.9% | +952.0% | +760.2% |
| All | +1,770.3% | +332.1% | +1,438.3% | +735.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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