+44.6%
SMCI vs NSC
+73.4%
-28.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.9% | +8.2% | +7.5% |
| 7D | +1.3% | -2.8% | +4.1% | +1.9% |
| 30D | +6.6% | -4.5% | +11.1% | +7.5% |
| 3M | +25.4% | +3.5% | +21.9% | +23.9% |
| 6M | +26.1% | +8.5% | +17.6% | +22.7% |
| YTD | +37.0% | +12.3% | +24.7% | +31.9% |
| 1Y | -8.8% | +18.9% | -27.7% | -13.3% |
| 3Y | +44.6% | +74.1% | -29.5% | +16.5% |
| All | +44.6% | +73.4% | -28.8% | +16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling