+4.6%
TSLA vs SMCI
-1.7%
+6.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +4.5% | -10.5% | -6.6% |
| 7D | +1.5% | +6.8% | -5.2% | +0.5% |
| 30D | +10.1% | +30.6% | -20.5% | +5.4% |
| 3M | -15.4% | -15.6% | +0.2% | -14.3% |
| 6M | -12.8% | +21.3% | -34.0% | -18.8% |
| YTD | -21.3% | +35.3% | -56.5% | -28.6% |
| 1Y | +4.6% | -2.7% | +7.3% | +11.4% |
| All | +4.6% | -1.7% | +6.3% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMCI.
Daily Out/Under-Performance
Portfolio return minus SMCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMCI 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 1y: compounded portfolio wealth divided by compounded SMCI 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…
1y analysis · Full analysis span regression · 6 months rolling