-23.4%
SMCI vs STRL
-22.7%
-0.8%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.6% | +0.8% |
| 7D | -6.6% | +15.7% | -22.2% | -12.2% |
| 30D | -24.9% | -35.5% | +10.6% | -11.7% |
| 3M | -31.4% | -47.1% | +15.8% | -13.2% |
| 6M | -16.0% | -65.8% | +49.7% | +25.0% |
| YTD | -8.2% | -4.5% | -3.7% | -7.9% |
| 1Y | -23.4% | -10.5% | -13.0% | -20.8% |
| All | -23.4% | -22.7% | -0.8% | -20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling