+1,668.7%
SMCI vs TW
+211.2%
+1,457.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.3% |
| 7D | +5.2% | -0.5% | +5.7% | +5.4% |
| 30D | +23.7% | -0.6% | +24.3% | +23.9% |
| 3M | -4.2% | +3.4% | -7.6% | -7.0% |
| 6M | +21.7% | -18.4% | +40.2% | +28.9% |
| YTD | +33.0% | -3.9% | +36.9% | +30.3% |
| 1Y | -9.3% | -13.3% | +4.0% | -7.5% |
| 3Y | +38.7% | +20.8% | +17.9% | +20.4% |
| 5Y | +967.2% | +20.3% | +946.9% | +803.5% |
| All | +1,668.7% | +211.2% | +1,457.5% | +956.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling