+1,721.9%
SMCI vs TW
+206.7%
+1,515.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.0% | +8.3% | +7.6% |
| 7D | +1.3% | -4.5% | +5.8% | +2.8% |
| 30D | +6.6% | -2.3% | +8.9% | +7.3% |
| 3M | +25.4% | +2.6% | +22.8% | +22.4% |
| 6M | +26.1% | -17.5% | +43.7% | +32.8% |
| YTD | +37.0% | -5.3% | +42.3% | +34.8% |
| 1Y | -8.8% | -14.8% | +6.0% | -6.4% |
| 3Y | +44.6% | +18.8% | +25.8% | +26.2% |
| 5Y | +995.9% | +20.7% | +975.2% | +824.7% |
| All | +1,721.9% | +206.7% | +1,515.2% | +993.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling