+945.5%
SMCI vs CAPR
-65.7%
+1,011.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.9% | +6.5% | -0.3% |
| 7D | -6.6% | +5.9% | -12.5% | -6.7% |
| 30D | -24.9% | +44.6% | -69.5% | -25.8% |
| 3M | -31.4% | +126.4% | -157.7% | -33.3% |
| 6M | -16.0% | -68.6% | +52.5% | -15.1% |
| YTD | -8.2% | -67.0% | +58.8% | -7.4% |
| 1Y | -23.4% | +65.2% | -88.6% | -29.6% |
| 3Y | +5.0% | +235.6% | -230.5% | -9.1% |
| 5Y | +515.0% | +175.4% | +339.6% | +425.5% |
| All | +945.5% | -65.7% | +1,011.2% | +743.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling