+523.5%
SMCI vs TPR
+230.3%
+293.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -30.4% |
| 3M | -31.4% | +3.5% | -34.9% | -33.6% |
| 6M | -16.0% | +0.4% | -16.5% | -19.5% |
| YTD | -8.2% | +4.6% | -12.8% | -14.3% |
| 1Y | -23.4% | +33.1% | -56.5% | -37.0% |
| 3Y | +5.0% | +396.0% | -391.0% | -55.6% |
| All | +523.5% | +230.3% | +293.2% | +184.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling