+2,967.4%
SMCI vs STM
+296.9%
+2,670.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.7% |
| 7D | -6.6% | +12.0% | -18.6% | -11.5% |
| 30D | -24.9% | -0.4% | -24.5% | -24.7% |
| 3M | -31.4% | -13.2% | -18.2% | -26.7% |
| 6M | -16.0% | -26.1% | +10.0% | -3.6% |
| YTD | -8.2% | +81.2% | -89.4% | -30.6% |
| 1Y | -23.4% | +98.3% | -121.7% | -44.5% |
| 3Y | +5.0% | +16.7% | -11.7% | -4.6% |
| 5Y | +515.0% | -4.8% | +519.9% | +500.6% |
| 10Y | +953.7% | +468.8% | +484.9% | +365.2% |
| All | +2,967.4% | +296.9% | +2,670.5% | +979.4% |
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