+40.4%
SMCI vs T
+103.6%
-63.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.5% | -4.1% |
| 7D | +5.2% | -3.1% | +8.3% | +3.7% |
| 30D | +23.7% | +4.6% | +19.2% | +26.5% |
| 3M | -4.2% | +12.2% | -16.4% | +2.0% |
| 6M | +21.7% | -6.5% | +28.2% | +19.6% |
| YTD | +33.0% | +4.9% | +28.1% | +38.3% |
| 1Y | -9.3% | -10.5% | +1.2% | -12.5% |
| All | +40.4% | +103.6% | -63.2% | +100.0% |
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