+967.2%
SMCI vs TLT
-34.2%
+1,001.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.1% |
| 7D | +5.2% | -0.3% | +5.5% | +5.3% |
| 30D | +23.7% | 0.0% | +23.8% | +23.8% |
| 3M | -4.2% | -2.9% | -1.3% | -3.1% |
| 6M | +21.7% | -6.3% | +28.0% | +25.1% |
| YTD | +33.0% | -3.3% | +36.4% | +35.5% |
| 1Y | -9.3% | -4.2% | -5.1% | -7.4% |
| 3Y | +38.7% | -1.7% | +40.4% | +39.8% |
| 5Y | +967.2% | -34.9% | +1,002.0% | +893.0% |
| All | +967.2% | -34.2% | +1,001.4% | +893.0% |
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