+5.0%
SMCI vs TPR
+403.8%
-398.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -6.6% | -0.3% | -6.3% | -6.5% |
| 30D | -24.9% | +15.1% | -40.0% | -30.7% |
| 3M | -31.4% | +3.5% | -34.9% | -33.7% |
| 6M | -16.0% | +0.4% | -16.5% | -20.3% |
| YTD | -8.2% | +4.6% | -12.8% | -15.8% |
| 1Y | -23.4% | +33.1% | -56.5% | -39.8% |
| 3Y | +5.0% | +396.0% | -391.0% | -77.5% |
| All | +5.0% | +403.8% | -398.7% | -77.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling