+16.1%
SMCI vs CART
+38.4%
-22.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.6% | +5.6% | +6.1% |
| 7D | -12.7% | +3.0% | -15.7% | -13.1% |
| 30D | -36.0% | +28.6% | -64.6% | -38.5% |
| 3M | -2.1% | +29.1% | -31.2% | -6.4% |
| 6M | -17.0% | +44.7% | -61.7% | -22.4% |
| YTD | -1.7% | +29.2% | -31.0% | -7.0% |
| 1Y | -28.7% | +66.2% | -94.9% | -36.8% |
| 3Y | +13.9% | +112.8% | -99.0% | -2.8% |
| All | +16.1% | +38.4% | -22.3% | +2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling