+4,419.4%
SMCI vs TER
+2,243.6%
+2,175.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.5% | -0.9% | +1.8% |
| 7D | +6.8% | +0.6% | +6.2% | +6.4% |
| 30D | +30.6% | -8.3% | +38.8% | +36.0% |
| 3M | -15.6% | -12.2% | -3.4% | -11.2% |
| 6M | +21.3% | +17.1% | +4.2% | +8.5% |
| YTD | +35.3% | +84.7% | -49.4% | -5.3% |
| 1Y | -2.7% | +199.9% | -202.7% | -48.3% |
| 3Y | +40.3% | +232.8% | -192.5% | -29.2% |
| 5Y | +941.8% | +198.6% | +743.3% | +438.1% |
| 10Y | +1,687.4% | +1,669.7% | +17.6% | +262.6% |
| All | +4,419.4% | +2,243.6% | +2,175.8% | +497.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling