+4,419.4%
SMCI vs CAPR
-99.3%
+4,518.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.3% | +3.2% | +4.5% |
| 7D | +6.8% | -2.0% | +8.8% | +6.8% |
| 30D | +30.6% | +139.2% | -108.6% | +27.7% |
| 3M | -15.6% | -66.4% | +50.8% | -14.8% |
| 6M | +21.3% | -63.1% | +84.4% | +22.1% |
| YTD | +35.3% | -67.4% | +102.7% | +36.5% |
| 1Y | -2.7% | +58.2% | -61.0% | -9.0% |
| 3Y | +40.3% | +42.2% | -1.9% | +28.1% |
| 5Y | +941.8% | +87.3% | +854.6% | +836.0% |
| 10Y | +1,687.4% | -75.3% | +1,762.6% | +1,435.1% |
| All | +4,419.4% | -99.3% | +4,518.7% | +3,706.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling