+1,643.5%
SMCI vs STRL
+6,846.4%
-5,202.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -3.2% |
| 7D | -1.3% | +5.4% | -6.7% | -3.1% |
| 30D | +18.3% | -9.0% | +27.3% | +22.1% |
| 3M | +27.7% | -37.1% | +64.8% | +48.7% |
| 6M | +17.6% | +17.8% | -0.2% | +7.6% |
| YTD | +27.7% | +58.3% | -30.6% | +4.6% |
| 1Y | -14.9% | +61.0% | -75.9% | -31.8% |
| 3Y | +33.2% | +517.8% | -484.6% | -34.2% |
| 5Y | +921.6% | +2,119.0% | -1,197.4% | +238.0% |
| All | +1,643.5% | +6,846.4% | -5,202.9% | +299.2% |
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