-28.2%
SMCI vs CAPR
+159.2%
-187.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -8.7% | -2.6% | -10.4% |
| 7D | -0.3% | +19.1% | -19.4% | -1.6% |
| 30D | -30.9% | +48.8% | -79.8% | -32.4% |
| 3M | -28.2% | +144.4% | -172.6% | -31.9% |
| All | -28.2% | +159.2% | -187.5% | -31.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling