+2,981.1%
SMCI vs STM
+294.6%
+2,686.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | +0.4% | -11.7% | -11.5% |
| 7D | -0.3% | +16.3% | -16.6% | -7.2% |
| 30D | -30.9% | -6.3% | -24.6% | -28.7% |
| 3M | -28.2% | -14.1% | -14.1% | -22.9% |
| 6M | -17.7% | -19.6% | +1.9% | -9.4% |
| YTD | -7.8% | +80.1% | -87.9% | -30.1% |
| 1Y | -28.8% | +95.4% | -124.2% | -48.0% |
| 3Y | +1.5% | +14.7% | -13.2% | -7.1% |
| 5Y | +517.8% | -5.4% | +523.2% | +504.9% |
| 10Y | +958.4% | +465.5% | +492.9% | +368.6% |
| All | +2,981.1% | +294.6% | +2,686.5% | +987.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling