+40.4%
SMCI vs TMUS
+34.9%
+5.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.9% | -4.2% |
| 7D | +5.2% | -5.3% | +10.5% | +3.1% |
| 30D | +23.7% | +0.1% | +23.7% | +23.9% |
| 3M | -4.2% | -0.6% | -3.6% | -2.8% |
| 6M | +21.7% | -17.5% | +39.3% | +18.1% |
| YTD | +33.0% | -11.3% | +44.3% | +32.0% |
| 1Y | -9.3% | -25.4% | +16.1% | -13.0% |
| All | +40.4% | +34.9% | +5.5% | +1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling