+15.4%
SMCI vs CART
+39.2%
-23.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.1% | -0.6% |
| 7D | -6.0% | +1.5% | -7.6% | -6.2% |
| 30D | -31.7% | +22.4% | -54.1% | -33.8% |
| 3M | -8.1% | +16.5% | -24.7% | -10.6% |
| 6M | -19.1% | +44.9% | -64.0% | -24.4% |
| YTD | -2.3% | +30.0% | -32.3% | -7.6% |
| 1Y | -28.1% | +59.1% | -87.1% | -35.4% |
| 3Y | +8.0% | +138.8% | -130.8% | -8.3% |
| All | +15.4% | +39.2% | -23.7% | +2.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling