-37.6%
SMCI vs STT
+53.6%
-91.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.2% | -7.9% | -7.7% |
| 7D | -17.3% | -0.1% | -17.3% | -17.3% |
| 30D | -31.5% | -1.7% | -29.8% | -30.3% |
| 3M | -6.6% | -6.4% | -0.2% | -0.5% |
| 6M | +6.0% | +17.7% | -11.7% | -3.7% |
| YTD | +1.1% | +36.9% | -35.8% | -20.9% |
| 1Y | -37.6% | +52.0% | -89.6% | -57.8% |
| All | -37.6% | +53.6% | -91.1% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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