+0.5%
SMCI vs CART
+5.2%
-4.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.0% | +7.7% | +1.4% |
| 7D | +9.7% | -4.1% | +13.8% | +9.4% |
| 30D | +29.3% | -4.3% | +33.7% | +29.1% |
| 3M | -8.5% | +13.1% | -21.6% | -8.3% |
| 6M | +28.6% | +26.0% | +2.6% | +28.1% |
| YTD | +37.5% | +6.7% | +30.8% | +39.2% |
| 1Y | +0.5% | +6.3% | -5.7% | +2.4% |
| All | +0.5% | +5.2% | -4.7% | +2.4% |
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