+19.0%
SMCI vs STM
+15.2%
+3.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +3.5% | +6.0% | +7.1% |
| 7D | +2.8% | +1.4% | +1.4% | +1.5% |
| 30D | -23.9% | -8.4% | -15.5% | -19.3% |
| 3M | -3.7% | -15.8% | +12.1% | +7.4% |
| 6M | -9.2% | -22.8% | +13.6% | +5.2% |
| YTD | +4.0% | +79.4% | -75.4% | -34.7% |
| 1Y | -21.6% | +97.0% | -118.6% | -54.1% |
| All | +19.0% | +15.2% | +3.8% | -11.7% |
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