+5.0%
SMCI vs STZ
-34.9%
+39.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | -6.6% | +2.6% | -9.1% | -6.8% |
| 30D | -24.9% | +15.2% | -40.1% | -26.2% |
| 3M | -31.4% | +7.6% | -39.0% | -31.8% |
| 6M | -16.0% | +5.3% | -21.3% | -16.3% |
| YTD | -8.2% | +8.6% | -16.8% | -10.0% |
| 1Y | -23.4% | +15.6% | -39.0% | -26.3% |
| 3Y | +5.0% | -35.2% | +40.2% | +16.5% |
| All | +5.0% | -34.9% | +39.9% | +16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling