-37.6%
SMCI vs TRU
+2.1%
-39.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +4.6% | -10.3% | -5.8% |
| 7D | -17.3% | +10.5% | -27.9% | -17.7% |
| 30D | -31.5% | +28.7% | -60.2% | -33.1% |
| 3M | -6.6% | +0.7% | -7.2% | -6.2% |
| 6M | +6.0% | +19.3% | -13.3% | +0.4% |
| YTD | +1.1% | -3.7% | +4.9% | -3.5% |
| 1Y | -37.6% | +3.4% | -41.0% | -42.0% |
| All | -37.6% | +2.1% | -39.7% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling