+59.8%
SMCI vs CART
+21.6%
+38.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.3% | +5.8% | +4.7% |
| 7D | +6.8% | +1.0% | +5.7% | +6.6% |
| 30D | +30.6% | +12.6% | +18.0% | +27.7% |
| 3M | -15.6% | +23.1% | -38.7% | -18.8% |
| 6M | +21.3% | +39.5% | -18.3% | +12.1% |
| YTD | +35.3% | +13.5% | +21.7% | +30.8% |
| 1Y | -2.7% | +14.9% | -17.6% | -6.7% |
| All | +59.8% | +21.6% | +38.2% | +44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling