-2.7%
SMCI vs STT
+75.3%
-78.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.2% | +4.4% | +4.4% |
| 7D | +6.8% | +0.5% | +6.3% | +6.3% |
| 30D | +30.6% | +3.9% | +26.7% | +26.7% |
| 3M | -15.6% | +20.0% | -35.5% | -26.1% |
| 6M | +21.3% | +55.3% | -34.1% | -10.3% |
| YTD | +35.3% | +53.3% | -18.1% | -1.7% |
| 1Y | -2.7% | +74.7% | -77.4% | -33.1% |
| All | -2.7% | +75.3% | -78.1% | -33.1% |
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