+523.6%
SMCI vs STZ
-29.4%
+552.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | -6.6% | +2.6% | -9.1% | -7.1% |
| 30D | -24.9% | +15.2% | -40.1% | -27.9% |
| 3M | -31.4% | +7.6% | -39.0% | -33.0% |
| 6M | -16.0% | +5.3% | -21.3% | -17.8% |
| YTD | -8.2% | +8.6% | -16.8% | -12.3% |
| 1Y | -23.4% | +15.6% | -39.0% | -28.7% |
| 3Y | +5.0% | -35.2% | +40.2% | +21.9% |
| All | +523.6% | -29.4% | +552.9% | +618.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling