+4,419.4%
SMCI vs STRL
+2,464.5%
+1,954.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.8% | -1.2% | +2.8% |
| 7D | +6.8% | +3.4% | +3.4% | +5.7% |
| 30D | +30.6% | -9.2% | +39.8% | +34.3% |
| 3M | -15.6% | -51.0% | +35.5% | +4.8% |
| 6M | +21.3% | +15.8% | +5.5% | +12.9% |
| YTD | +35.3% | +58.9% | -23.6% | +13.9% |
| 1Y | -2.7% | +68.5% | -71.2% | -20.5% |
| 3Y | +40.3% | +485.2% | -444.9% | -22.2% |
| 5Y | +941.8% | +2,005.1% | -1,063.3% | +303.8% |
| 10Y | +1,687.4% | +7,118.0% | -5,430.6% | +352.1% |
| All | +4,419.4% | +2,464.5% | +1,954.9% | +1,065.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling