+1,643.5%
SMCI vs STM
+660.7%
+982.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -3.2% |
| 7D | -1.3% | -1.1% | -0.2% | -0.7% |
| 30D | +18.3% | -7.8% | +26.1% | +23.2% |
| 3M | +27.7% | -28.2% | +55.9% | +49.4% |
| 6M | +17.6% | +52.0% | -34.4% | -6.2% |
| YTD | +27.7% | +96.4% | -68.7% | -11.2% |
| 1Y | -14.9% | +98.8% | -113.7% | -41.3% |
| 3Y | +33.2% | +18.3% | +14.9% | +15.7% |
| 5Y | +921.6% | +17.7% | +903.9% | +775.1% |
| All | +1,643.5% | +660.7% | +982.8% | +667.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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