-37.6%
SMCI vs TSEM
+79.9%
-117.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -8.7% | +3.0% | -2.5% |
| 7D | -17.3% | -23.1% | +5.8% | -9.3% |
| 30D | -31.5% | -40.4% | +8.9% | -18.1% |
| 3M | -6.6% | -37.9% | +31.3% | +9.2% |
| 6M | +6.0% | -30.8% | +36.8% | +21.0% |
| YTD | +1.1% | +26.7% | -25.6% | +0.2% |
| 1Y | -37.6% | +80.5% | -118.0% | -44.3% |
| All | -37.6% | +79.9% | -117.4% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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