-28.8%
SMCI vs CART
+51.1%
-79.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.1% | -0.5% |
| 7D | -6.0% | +1.5% | -7.6% | -5.9% |
| 30D | -31.7% | +22.4% | -54.1% | -29.7% |
| 3M | -8.1% | +16.5% | -24.7% | -5.8% |
| 6M | -19.1% | +44.9% | -64.0% | -14.7% |
| YTD | -2.3% | +30.0% | -32.3% | +1.4% |
| All | -28.8% | +51.1% | -79.9% | -29.0% |
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 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