+4,419.4%
SMCI vs STT
+350.7%
+4,068.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.2% | +4.4% | +4.5% |
| 7D | +6.8% | +0.5% | +6.3% | +6.6% |
| 30D | +30.6% | +3.9% | +26.7% | +28.8% |
| 3M | -15.6% | +20.0% | -35.5% | -21.1% |
| 6M | +21.3% | +55.3% | -34.1% | +2.7% |
| YTD | +35.3% | +53.3% | -18.1% | +14.9% |
| 1Y | -2.7% | +74.7% | -77.4% | -21.3% |
| 3Y | +40.3% | +205.8% | -165.5% | -8.7% |
| 5Y | +941.8% | +145.0% | +796.8% | +620.8% |
| 10Y | +1,687.4% | +266.0% | +1,421.3% | +917.1% |
| All | +4,419.4% | +350.7% | +4,068.7% | +1,853.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling