+945.5%
SMCI vs STRL
+3,697.3%
-2,751.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.6% | +0.7% |
| 7D | -6.6% | +15.7% | -22.2% | -11.7% |
| 30D | -24.9% | -35.5% | +10.6% | -13.1% |
| 3M | -31.4% | -47.1% | +15.8% | -14.9% |
| 6M | -16.0% | -65.8% | +49.7% | +21.3% |
| YTD | -8.2% | -4.5% | -3.7% | -10.9% |
| 1Y | -23.4% | -10.5% | -13.0% | -24.3% |
| 3Y | +5.0% | +340.6% | -335.6% | -41.4% |
| 5Y | +515.0% | +911.0% | -396.0% | +157.6% |
| All | +945.5% | +3,697.3% | -2,751.7% | +217.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 10y: compounded portfolio wealth divided by compounded STRL 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…
10y analysis · Full analysis span regression · 6 months rolling