+8.9%
SMCI vs CART
+39.2%
-30.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -0.7% | -10.6% | -11.2% |
| 7D | -0.3% | +1.2% | -1.5% | -0.5% |
| 30D | -30.9% | +17.8% | -48.7% | -32.7% |
| 3M | -28.2% | +20.7% | -48.9% | -30.5% |
| 6M | -17.7% | +49.7% | -67.4% | -23.5% |
| YTD | -7.8% | +30.0% | -37.8% | -12.8% |
| 1Y | -28.8% | +48.4% | -77.2% | -34.9% |
| 3Y | +1.5% | +132.0% | -130.5% | -13.7% |
| All | +8.9% | +39.2% | -30.3% | -3.7% |
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