+1,084.4%
SMCI vs TRU
+225.6%
+858.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -3.9% |
| 7D | -1.3% | -9.4% | +8.1% | +3.1% |
| 30D | +18.3% | -4.1% | +22.4% | +20.0% |
| 3M | +27.7% | +13.6% | +14.1% | +16.3% |
| 6M | +17.6% | +3.6% | +14.0% | +12.6% |
| YTD | +27.7% | -9.8% | +37.5% | +29.4% |
| 1Y | -14.9% | -13.6% | -1.2% | -13.0% |
| 3Y | +33.2% | -2.0% | +35.1% | +23.0% |
| 5Y | +921.6% | -35.8% | +957.4% | +1,046.5% |
| 10Y | +1,672.4% | +142.9% | +1,529.5% | +964.8% |
| All | +1,084.4% | +225.6% | +858.8% | +532.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling