-37.6%
SMCI vs CAPR
+47.4%
-85.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +8.3% | -14.0% | -5.8% |
| 7D | -17.3% | +43.2% | -60.5% | -17.8% |
| 30D | -31.5% | +14.7% | -46.1% | -31.6% |
| 3M | -6.6% | +113.9% | -120.5% | -7.8% |
| 6M | +6.0% | -73.4% | +79.4% | +6.9% |
| YTD | +1.1% | -69.1% | +70.2% | +1.8% |
| 1Y | -37.6% | +47.2% | -84.7% | -39.5% |
| All | -37.6% | +47.4% | -85.0% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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