+1,770.3%
SMCI vs TPR
+327.7%
+1,442.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.3% | +5.0% | +6.4% |
| 7D | +1.3% | -3.0% | +4.3% | +2.4% |
| 30D | +6.6% | -22.6% | +29.3% | +15.7% |
| 3M | +25.4% | -18.2% | +43.6% | +32.3% |
| 6M | +26.1% | -18.0% | +44.1% | +33.6% |
| YTD | +37.0% | -6.4% | +43.4% | +37.4% |
| 1Y | -8.8% | +12.3% | -21.1% | -14.9% |
| 3Y | +44.6% | +298.7% | -254.1% | -14.7% |
| 5Y | +995.9% | +232.5% | +763.4% | +563.6% |
| All | +1,770.3% | +327.7% | +1,442.6% | +826.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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