+1,643.5%
SMCI vs TMUS
+318.7%
+1,324.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | -1.3% | -5.8% | +4.5% | +0.2% |
| 30D | +18.3% | -0.2% | +18.5% | +18.2% |
| 3M | +27.7% | -4.0% | +31.7% | +27.7% |
| 6M | +17.6% | -18.1% | +35.7% | +22.5% |
| YTD | +27.7% | -11.3% | +39.0% | +28.7% |
| 1Y | -14.9% | -24.7% | +9.9% | -9.2% |
| 3Y | +33.2% | +35.4% | -2.2% | +3.0% |
| 5Y | +921.6% | +42.4% | +879.2% | +655.3% |
| All | +1,643.5% | +318.7% | +1,324.8% | +734.2% |
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