+4,477.6%
SMCI vs NTRS
+403.3%
+4,074.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.1% | +6.2% | +6.8% |
| 7D | +1.3% | +1.4% | -0.1% | +0.6% |
| 30D | +6.6% | -0.7% | +7.3% | +6.9% |
| 3M | +25.4% | +11.3% | +14.1% | +18.6% |
| 6M | +26.1% | +35.5% | -9.4% | +8.7% |
| YTD | +37.0% | +40.6% | -3.6% | +16.0% |
| 1Y | -8.8% | +49.2% | -58.0% | -24.9% |
| 3Y | +44.6% | +167.2% | -122.6% | -11.8% |
| 5Y | +995.9% | +94.9% | +901.0% | +662.3% |
| 10Y | +1,801.4% | +259.5% | +1,541.9% | +828.7% |
| All | +4,477.6% | +403.3% | +4,074.3% | +1,649.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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