+945.5%
SMCI vs TMUS
+244.6%
+700.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -6.6% | +4.9% | -11.5% | -7.5% |
| 30D | -24.9% | +7.7% | -32.6% | -26.4% |
| 3M | -31.4% | -6.8% | -24.6% | -30.8% |
| 6M | -16.0% | -9.7% | -6.3% | -15.7% |
| YTD | -8.2% | -15.0% | +6.8% | -7.2% |
| 1Y | -23.4% | -19.1% | -4.3% | -21.3% |
| 3Y | +5.0% | +21.4% | -16.4% | -16.3% |
| 5Y | +515.0% | +51.2% | +463.8% | +330.4% |
| All | +945.5% | +244.6% | +700.9% | +415.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 TMUS 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