-17.7%
SMCI vs STM
-20.3%
+2.6%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | +0.4% | -11.7% | -11.6% |
| 7D | -0.3% | +16.3% | -16.6% | -10.0% |
| 30D | -30.9% | -6.3% | -24.6% | -28.0% |
| 3M | -28.2% | -14.1% | -14.1% | -21.4% |
| 6M | -17.7% | -19.6% | +1.9% | -12.7% |
| All | -17.7% | -20.3% | +2.6% | -12.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling