+43.4%
SMCI vs STRL
+531.3%
-487.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.5% | +0.4% |
| 7D | +9.7% | +10.1% | -0.4% | +5.4% |
| 30D | +29.3% | -8.2% | +37.5% | +33.5% |
| 3M | -8.5% | -43.7% | +35.2% | +15.1% |
| 6M | +28.6% | +27.1% | +1.5% | +12.1% |
| YTD | +37.5% | +64.0% | -26.4% | +5.9% |
| 1Y | +0.5% | +75.2% | -74.6% | -27.0% |
| 3Y | +43.4% | +539.9% | -496.5% | -38.3% |
| All | +43.4% | +531.3% | -487.9% | -38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling