+1,643.5%
SMCI vs TAP
-50.5%
+1,694.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | -1.3% | -5.3% | +4.0% | -0.1% |
| 30D | +18.3% | -7.4% | +25.7% | +20.2% |
| 3M | +27.7% | -4.9% | +32.6% | +28.4% |
| 6M | +17.6% | -14.2% | +31.8% | +21.1% |
| YTD | +27.7% | -14.8% | +42.5% | +31.1% |
| 1Y | -14.9% | -18.1% | +3.2% | -12.0% |
| 3Y | +33.2% | -32.7% | +65.9% | +42.7% |
| 5Y | +921.6% | -0.5% | +922.1% | +832.9% |
| All | +1,643.5% | -50.5% | +1,694.0% | +1,657.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling