+967.2%
SMCI vs CAPR
+76.3%
+890.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.6% | +1.3% | -3.2% |
| 7D | +5.2% | -12.6% | +17.9% | +5.5% |
| 30D | +23.7% | +124.4% | -100.7% | +21.0% |
| 3M | -4.2% | -66.8% | +62.6% | -3.2% |
| 6M | +21.7% | -71.8% | +93.5% | +23.5% |
| YTD | +33.0% | -70.1% | +103.1% | +34.7% |
| 1Y | -9.3% | +33.3% | -42.6% | -14.3% |
| 3Y | +38.7% | +36.7% | +2.0% | +19.4% |
| 5Y | +967.2% | +72.5% | +894.7% | +776.2% |
| All | +967.2% | +76.3% | +890.8% | +776.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling