+44.6%
SMCI vs TXG
+43.8%
+0.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.3% | +3.9% | +6.2% |
| 7D | +1.3% | +9.5% | -8.2% | -1.6% |
| 30D | +6.6% | +18.8% | -12.1% | +0.6% |
| 3M | +25.4% | +136.1% | -110.7% | -6.9% |
| 6M | +26.1% | +235.2% | -209.1% | -16.3% |
| YTD | +37.0% | +320.5% | -283.5% | -16.7% |
| 1Y | -8.8% | +425.2% | -434.0% | -49.8% |
| 3Y | +44.6% | +42.9% | +1.7% | +2.0% |
| All | +44.6% | +43.8% | +0.8% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 3y: compounded portfolio wealth divided by compounded TXG 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…
3y analysis · Full analysis span regression · 6 months rolling