-2.7%
SMCI vs CART
+14.4%
-17.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.3% | +5.8% | +4.5% |
| 7D | +6.8% | +1.0% | +5.7% | +6.8% |
| 30D | +30.6% | +12.6% | +18.0% | +30.9% |
| 3M | -15.6% | +23.1% | -38.7% | -15.0% |
| 6M | +21.3% | +39.5% | -18.3% | +20.6% |
| YTD | +35.3% | +13.5% | +21.7% | +37.3% |
| 1Y | -2.7% | +14.9% | -17.6% | -1.5% |
| All | -2.7% | +14.4% | -17.2% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 1y: compounded portfolio wealth divided by compounded CART 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…
1y analysis · Full analysis span regression · 6 months rolling