+5.5%
SMCI vs CAPR
+264.4%
-258.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -8.7% | -2.6% | -11.1% |
| 7D | -0.3% | +19.1% | -19.4% | -0.7% |
| 30D | -30.9% | +48.8% | -79.8% | -31.6% |
| 3M | -28.2% | +144.4% | -172.6% | -29.9% |
| 6M | -17.7% | -67.5% | +49.8% | -17.0% |
| YTD | -7.8% | -64.5% | +56.7% | -7.2% |
| 1Y | -28.8% | +74.4% | -103.3% | -32.6% |
| All | +5.5% | +264.4% | -258.9% | -28.6% |
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 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