+26.1%
SMCI vs CARR
-0.8%
+26.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.4% | +5.8% | +5.8% |
| 7D | +1.3% | -3.8% | +5.1% | +5.3% |
| 30D | +6.6% | -8.9% | +15.5% | +16.9% |
| 3M | +25.4% | -17.3% | +42.7% | +50.4% |
| 6M | +26.1% | -1.4% | +27.5% | +30.0% |
| All | +26.1% | -0.8% | +26.9% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 6mo: compounded portfolio wealth divided by compounded CARR 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…
6mo analysis · Full analysis span regression · 6 months rolling