+1,008.2%
SMCI vs TYL
-28.2%
+1,036.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.5% | +6.1% | +3.1% |
| 7D | +9.7% | -7.6% | +17.3% | +12.2% |
| 30D | +29.3% | +11.3% | +18.0% | +24.2% |
| 3M | -8.5% | +14.5% | -23.0% | -14.5% |
| 6M | +28.6% | -7.1% | +35.7% | +30.0% |
| YTD | +37.5% | -23.4% | +60.9% | +50.8% |
| 1Y | +0.5% | -38.6% | +39.1% | +22.6% |
| 3Y | +43.4% | -11.3% | +54.8% | +40.5% |
| 5Y | +1,008.2% | -28.0% | +1,036.1% | +1,059.7% |
| All | +1,008.2% | -28.2% | +1,036.3% | +1,059.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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