-52.5%
SMCI vs TEM
+47.5%
-100.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.5% | +6.8% | +7.2% |
| 7D | +1.3% | -8.7% | +10.0% | +3.6% |
| 30D | +6.6% | +8.1% | -1.4% | +3.6% |
| 3M | +25.4% | +19.0% | +6.4% | +17.3% |
| 6M | +26.1% | +12.0% | +14.1% | +19.2% |
| YTD | +37.0% | -0.1% | +37.1% | +32.3% |
| 1Y | -8.8% | -33.5% | +24.8% | -2.8% |
| All | -52.5% | +47.5% | -100.0% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 5y: compounded portfolio wealth divided by compounded TEM 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…
5y analysis · Full analysis span regression · 6 months rolling