+967.2%
SMCI vs TMUS
+42.2%
+925.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.9% | -3.4% |
| 7D | +5.2% | -5.3% | +10.5% | +5.0% |
| 30D | +23.7% | +0.1% | +23.7% | +23.8% |
| 3M | -4.2% | -0.6% | -3.6% | -4.2% |
| 6M | +21.7% | -17.5% | +39.3% | +23.3% |
| YTD | +33.0% | -11.3% | +44.3% | +33.6% |
| 1Y | -9.3% | -25.4% | +16.1% | -6.6% |
| 3Y | +38.7% | +35.5% | +3.2% | +9.4% |
| 5Y | +967.2% | +41.9% | +925.3% | +732.7% |
| All | +967.2% | +42.2% | +925.0% | +732.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling