+19.0%
SMCI vs STRL
+358.3%
-339.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +4.9% | +4.6% | +7.4% |
| 7D | +2.8% | +7.1% | -4.3% | -0.7% |
| 30D | -23.9% | -39.4% | +15.5% | -7.3% |
| 3M | -3.7% | -43.0% | +39.3% | +19.8% |
| 6M | -9.2% | -65.0% | +55.8% | +37.5% |
| YTD | +4.0% | -0.8% | +4.7% | -2.7% |
| 1Y | -21.6% | -20.3% | -1.3% | -19.7% |
| All | +19.0% | +358.3% | -339.3% | -30.8% |
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 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