+2,967.4%
SMCI vs TLT
+66.2%
+2,901.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.6% |
| 7D | -6.6% | -3.1% | -3.5% | -7.8% |
| 30D | -24.9% | +1.0% | -25.9% | -24.6% |
| 3M | -31.4% | -2.7% | -28.7% | -32.1% |
| 6M | -16.0% | -4.1% | -11.9% | -17.7% |
| YTD | -8.2% | -5.4% | -2.8% | -10.9% |
| 1Y | -23.4% | -7.0% | -16.4% | -26.2% |
| 3Y | +5.0% | +2.8% | +2.2% | +5.8% |
| 5Y | +515.0% | -35.4% | +550.4% | +359.1% |
| 10Y | +953.7% | -13.1% | +966.8% | +924.3% |
| All | +2,967.4% | +66.2% | +2,901.1% | +5,629.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling