+40.4%
SMCI vs STM
+18.5%
+21.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -2.8% |
| 7D | +5.2% | +1.7% | +3.6% | +4.1% |
| 30D | +23.7% | -5.2% | +28.9% | +27.7% |
| 3M | -4.2% | -29.6% | +25.4% | +19.3% |
| 6M | +21.7% | +54.4% | -32.6% | -13.7% |
| YTD | +33.0% | +99.5% | -66.5% | -22.5% |
| 1Y | -9.3% | +100.8% | -110.1% | -47.7% |
| All | +40.4% | +18.5% | +21.9% | +21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling