+1,643.5%
SMCI vs CAPR
-78.6%
+1,722.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.9% | 0.0% | -3.9% |
| 7D | -1.3% | -10.6% | +9.3% | -1.0% |
| 30D | +18.3% | +111.2% | -92.9% | +15.4% |
| 3M | +27.7% | -67.2% | +94.9% | +29.2% |
| 6M | +17.6% | -75.1% | +92.7% | +19.9% |
| YTD | +27.7% | -71.2% | +98.9% | +29.6% |
| 1Y | -14.9% | +31.1% | -46.0% | -21.2% |
| 3Y | +33.2% | +31.3% | +1.9% | +18.3% |
| 5Y | +921.6% | +69.4% | +852.2% | +785.1% |
| All | +1,643.5% | -78.6% | +1,722.1% | +1,361.9% |
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