+40.4%
SMCI vs CB
+69.9%
-29.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.1% |
| 7D | +5.2% | -0.5% | +5.7% | +4.8% |
| 30D | +23.7% | -3.1% | +26.8% | +21.2% |
| 3M | -4.2% | +4.2% | -8.4% | +0.1% |
| 6M | +21.7% | +4.7% | +17.0% | +28.8% |
| YTD | +33.0% | +8.8% | +24.2% | +43.3% |
| 1Y | -9.3% | +22.6% | -31.9% | +4.8% |
| All | +40.4% | +69.9% | -29.6% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling