+5.0%
SMCI vs TMUS
+21.2%
-16.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.7% |
| 7D | -6.6% | +4.9% | -11.5% | -4.7% |
| 30D | -24.9% | +7.7% | -32.6% | -21.9% |
| 3M | -31.4% | -6.8% | -24.6% | -32.3% |
| 6M | -16.0% | -9.7% | -6.3% | -16.4% |
| YTD | -8.2% | -15.0% | +6.8% | -9.5% |
| 1Y | -23.4% | -19.1% | -4.3% | -25.5% |
| 3Y | +5.0% | +21.4% | -16.4% | +79.9% |
| All | +5.0% | +21.2% | -16.1% | +79.9% |
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