+44.6%
SMCI vs TRU
-1.3%
+45.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.0% | +6.3% | +6.9% |
| 7D | +1.3% | -2.7% | +4.0% | +2.4% |
| 30D | +6.6% | -2.0% | +8.7% | +7.1% |
| 3M | +25.4% | +18.4% | +7.0% | +12.6% |
| 6M | +26.1% | +8.9% | +17.3% | +18.4% |
| YTD | +37.0% | -8.9% | +45.9% | +38.3% |
| 1Y | -8.8% | -15.9% | +7.1% | -5.0% |
| 3Y | +44.6% | -1.1% | +45.7% | +61.3% |
| All | +44.6% | -1.3% | +45.9% | +61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling