-13.3%
TSLA vs SMCI
-39.1%
+25.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.7% | +2.4% | -2.5% |
| 7D | -4.7% | -17.3% | +12.6% | -2.1% |
| 30D | +1.7% | -31.5% | +33.2% | +7.0% |
| 3M | +17.7% | -6.6% | +24.3% | +18.2% |
| 6M | -1.9% | +6.0% | -7.9% | -4.8% |
| YTD | -14.3% | +1.1% | -15.5% | -17.2% |
| 1Y | -13.3% | -37.6% | +24.3% | -7.2% |
| All | -13.3% | -39.1% | +25.8% | -7.2% |
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