+5.0%
SMCI vs CART
+135.4%
-130.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | -6.6% | +1.3% | -7.9% | -6.7% |
| 30D | -24.9% | +19.2% | -44.1% | -27.1% |
| 3M | -31.4% | +17.6% | -48.9% | -33.4% |
| 6M | -16.0% | +47.4% | -63.4% | -22.3% |
| YTD | -8.2% | +30.9% | -39.1% | -13.7% |
| 1Y | -23.4% | +46.0% | -69.4% | -30.3% |
| 3Y | +5.0% | +130.3% | -125.3% | -13.1% |
| All | +5.0% | +135.4% | -130.3% | -13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling