+45.2%
SMCI vs CAPR
+43.6%
+1.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.6% | +5.3% | +1.8% |
| 7D | +9.7% | -9.5% | +19.2% | +9.9% |
| 30D | +29.3% | +121.5% | -92.2% | +26.8% |
| 3M | -8.5% | -65.4% | +56.9% | -7.7% |
| 6M | +28.6% | -67.5% | +96.1% | +29.9% |
| YTD | +37.5% | -68.6% | +106.2% | +39.0% |
| 1Y | +0.5% | +42.7% | -42.1% | -3.9% |
| All | +45.2% | +43.6% | +1.6% | +23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling