+1,770.3%
SMCI vs STZ
-11.3%
+1,781.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.1% | +8.4% | +7.6% |
| 7D | +1.3% | -4.5% | +5.8% | +2.6% |
| 30D | +6.6% | -8.6% | +15.2% | +9.3% |
| 3M | +25.4% | -13.8% | +39.2% | +30.7% |
| 6M | +26.1% | -17.2% | +43.3% | +32.6% |
| YTD | +37.0% | -9.4% | +46.4% | +38.7% |
| 1Y | -8.8% | -11.9% | +3.1% | -6.9% |
| 3Y | +44.6% | -49.6% | +94.2% | +75.9% |
| 5Y | +995.9% | -37.2% | +1,033.1% | +1,135.1% |
| All | +1,770.3% | -11.3% | +1,781.7% | +1,667.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling