+2,967.4%
SMCI vs THC
+1,000.1%
+1,967.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.4% |
| 7D | -6.6% | +1.0% | -7.5% | -6.7% |
| 30D | -24.9% | +5.3% | -30.2% | -25.8% |
| 3M | -31.4% | +7.1% | -38.5% | -32.6% |
| 6M | -16.0% | +46.0% | -62.1% | -23.7% |
| YTD | -8.2% | +43.9% | -52.1% | -16.9% |
| 1Y | -23.4% | +45.4% | -68.9% | -30.9% |
| 3Y | +5.0% | +421.3% | -416.2% | -28.8% |
| 5Y | +515.0% | +261.5% | +253.5% | +336.0% |
| 10Y | +953.7% | +1,865.8% | -912.1% | +355.1% |
| All | +2,967.4% | +1,000.1% | +1,967.2% | +987.6% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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