+1,643.5%
SMCI vs TLT
-20.6%
+1,664.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -4.0% |
| 7D | -1.3% | -1.6% | +0.3% | -1.3% |
| 30D | +18.3% | -1.3% | +19.6% | +18.3% |
| 3M | +27.7% | -3.7% | +31.4% | +27.7% |
| 6M | +17.6% | -6.4% | +23.9% | +17.3% |
| YTD | +27.7% | -4.5% | +32.2% | +27.6% |
| 1Y | -14.9% | -5.9% | -9.0% | -15.0% |
| 3Y | +33.2% | -2.8% | +36.0% | +32.6% |
| 5Y | +921.6% | -35.1% | +956.7% | +760.9% |
| All | +1,643.5% | -20.6% | +1,664.1% | +1,502.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 TLT 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