+945.5%
SMCI vs CB
+250.2%
+695.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | -6.6% | +2.9% | -9.5% | -7.3% |
| 30D | -24.9% | +7.3% | -32.2% | -26.5% |
| 3M | -31.4% | +9.4% | -40.8% | -33.4% |
| 6M | -16.0% | +19.6% | -35.7% | -22.2% |
| YTD | -8.2% | +21.5% | -29.7% | -15.8% |
| 1Y | -23.4% | +28.0% | -51.4% | -31.3% |
| 3Y | +5.0% | +74.9% | -69.8% | -23.2% |
| 5Y | +515.0% | +108.1% | +406.9% | +303.1% |
| All | +945.5% | +250.2% | +695.3% | +414.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling