+523.6%
SMCI vs TLT
-35.2%
+558.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -6.6% | -3.1% | -3.5% | -5.3% |
| 30D | -24.9% | +1.0% | -25.9% | -25.3% |
| 3M | -31.4% | -2.7% | -28.7% | -30.6% |
| 6M | -16.0% | -4.1% | -11.9% | -14.4% |
| YTD | -8.2% | -5.4% | -2.8% | -5.6% |
| 1Y | -23.4% | -7.0% | -16.4% | -20.9% |
| 3Y | +5.0% | +2.8% | +2.2% | +6.6% |
| All | +523.6% | -35.2% | +558.7% | +469.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling