-23.4%
SMCI vs STM
+94.3%
-117.7%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.8% |
| 7D | -6.6% | +12.0% | -18.6% | -13.3% |
| 30D | -24.9% | -0.4% | -24.5% | -24.9% |
| 3M | -31.4% | -13.2% | -18.2% | -25.5% |
| 6M | -16.0% | -26.1% | +10.0% | +0.2% |
| YTD | -8.2% | +81.2% | -89.4% | -41.6% |
| 1Y | -23.4% | +98.3% | -121.7% | -53.6% |
| All | -23.4% | +94.3% | -117.7% | -53.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling