+980.0%
SMCI vs TTWO
+39.3%
+940.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.7% | +8.0% | +7.6% |
| 7D | +1.3% | +0.4% | +0.9% | +1.0% |
| 30D | +6.6% | -11.3% | +17.9% | +12.5% |
| 3M | +25.4% | +1.6% | +23.8% | +22.1% |
| 6M | +26.1% | +2.1% | +24.1% | +22.0% |
| YTD | +37.0% | -15.8% | +52.8% | +45.1% |
| 1Y | -8.8% | -12.6% | +3.8% | -5.7% |
| 3Y | +44.6% | +48.2% | -3.6% | +15.2% |
| All | +980.0% | +39.3% | +940.6% | +790.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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