-37.6%
SMCI vs CB
+34.9%
-72.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.1% | -7.8% | -2.6% |
| 7D | -17.3% | +5.3% | -22.6% | -10.5% |
| 30D | -31.5% | +13.2% | -44.7% | -17.1% |
| 3M | -6.6% | +7.8% | -14.3% | +6.1% |
| 6M | +6.0% | +15.8% | -9.8% | +35.9% |
| YTD | +1.1% | +21.0% | -19.8% | +26.4% |
| 1Y | -37.6% | +32.2% | -69.7% | -19.2% |
| All | -37.6% | +34.9% | -72.4% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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