-16.0%
SMCI vs TER
-31.8%
+15.8%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +4.9% | +2.9% |
| 7D | -6.6% | +14.4% | -20.9% | -14.5% |
| 30D | -24.9% | -30.6% | +5.7% | -6.4% |
| 3M | -31.4% | -39.2% | +7.8% | -8.8% |
| 6M | -16.0% | -31.3% | +15.2% | -6.1% |
| All | -16.0% | -31.8% | +15.8% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 6mo: compounded portfolio wealth divided by compounded TER 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…
6mo analysis · Full analysis span regression · 6 months rolling