+1,770.3%
SMCI vs NTAP
+650.8%
+1,119.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +8.5% | -1.3% | +2.2% |
| 7D | +1.3% | +7.4% | -6.1% | -2.8% |
| 30D | +6.6% | -1.4% | +8.0% | +7.5% |
| 3M | +25.4% | +24.6% | +0.9% | +9.6% |
| 6M | +26.1% | +105.9% | -79.8% | -18.0% |
| YTD | +37.0% | +88.5% | -51.5% | -6.4% |
| 1Y | -8.8% | +62.1% | -70.9% | -31.9% |
| 3Y | +44.6% | +169.1% | -124.5% | -15.5% |
| 5Y | +995.9% | +141.9% | +854.1% | +568.0% |
| All | +1,770.3% | +650.8% | +1,119.5% | +555.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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