-37.6%
SMCI vs TAP
+4.4%
-41.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.0% | -8.7% | -4.5% |
| 7D | -17.3% | +9.9% | -27.3% | -13.9% |
| 30D | -31.5% | +18.1% | -49.6% | -27.0% |
| 3M | -6.6% | +3.2% | -9.8% | -3.8% |
| 6M | +6.0% | +8.4% | -2.4% | +11.7% |
| YTD | +1.1% | -4.4% | +5.5% | +1.4% |
| 1Y | -37.6% | +3.2% | -40.8% | -36.5% |
| All | -37.6% | +4.4% | -41.9% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling