+980.0%
SMCI vs CAG
-43.1%
+1,023.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.7% | +8.0% | +7.0% |
| 7D | +1.3% | -5.7% | +7.0% | -1.0% |
| 30D | +6.6% | -2.4% | +9.0% | +5.7% |
| 3M | +25.4% | +9.8% | +15.6% | +31.4% |
| 6M | +26.1% | -10.8% | +37.0% | +23.5% |
| YTD | +37.0% | -10.8% | +47.8% | +35.1% |
| 1Y | -8.8% | -19.0% | +10.2% | -13.3% |
| 3Y | +44.6% | -39.7% | +84.3% | +24.8% |
| All | +980.0% | -43.1% | +1,023.1% | +843.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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