+4,344.1%
SMCI vs NSC
+896.2%
+3,447.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -2.6% |
| 7D | +5.2% | -2.0% | +7.3% | +6.4% |
| 30D | +23.7% | -3.2% | +26.9% | +25.6% |
| 3M | -4.2% | +3.9% | -8.1% | -6.5% |
| 6M | +21.7% | +7.8% | +13.9% | +15.1% |
| YTD | +33.0% | +13.4% | +19.6% | +22.4% |
| 1Y | -9.3% | +20.3% | -29.6% | -19.1% |
| 3Y | +38.7% | +76.1% | -37.4% | -3.8% |
| 5Y | +967.2% | +45.0% | +922.2% | +716.8% |
| 10Y | +1,745.9% | +335.7% | +1,410.2% | +620.0% |
| All | +4,344.1% | +896.2% | +3,447.9% | +911.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling