+1,770.3%
SMCI vs TXT
+107.7%
+1,662.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.3% | +5.0% | +6.2% |
| 7D | +1.3% | +2.5% | -1.2% | +0.2% |
| 30D | +6.6% | -8.9% | +15.5% | +11.3% |
| 3M | +25.4% | -13.6% | +39.0% | +34.1% |
| 6M | +26.1% | -13.1% | +39.2% | +34.9% |
| YTD | +37.0% | -7.0% | +44.0% | +41.2% |
| 1Y | -8.8% | -1.4% | -7.4% | -8.5% |
| 3Y | +44.6% | +7.0% | +37.6% | +34.9% |
| 5Y | +995.9% | +15.4% | +980.5% | +888.9% |
| All | +1,770.3% | +107.7% | +1,662.6% | +1,095.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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