+4,495.9%
SMCI vs STZ
+596.2%
+3,899.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.6% | +7.3% | +3.7% |
| 7D | +9.7% | -7.4% | +17.1% | +12.6% |
| 30D | +29.3% | -10.9% | +40.2% | +34.4% |
| 3M | -8.5% | -13.4% | +5.0% | -4.3% |
| 6M | +28.6% | -16.2% | +44.8% | +35.6% |
| YTD | +37.5% | -10.4% | +48.0% | +40.4% |
| 1Y | +0.5% | -14.8% | +15.3% | +4.2% |
| 3Y | +43.4% | -50.1% | +93.6% | +78.6% |
| 5Y | +1,008.2% | -38.8% | +1,047.0% | +1,170.0% |
| 10Y | +1,776.0% | -14.1% | +1,790.1% | +1,656.9% |
| All | +4,495.9% | +596.2% | +3,899.7% | +1,607.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling