+5.0%
SMCI vs T
+65.2%
-60.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -6.6% | +2.5% | -9.1% | -5.5% |
| 30D | -24.9% | -3.8% | -21.1% | -25.8% |
| 3M | -31.4% | -8.7% | -22.6% | -33.6% |
| 6M | -16.0% | -8.1% | -7.9% | -17.8% |
| YTD | -8.2% | -6.4% | -1.8% | -8.5% |
| 1Y | -23.4% | -9.8% | -13.7% | -24.9% |
| 3Y | +5.0% | +65.5% | -60.4% | +41.4% |
| All | +5.0% | +65.2% | -60.1% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 T 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