+586.8%
SMCI vs CB
+105.3%
+481.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.3% | +9.2% | +9.6% |
| 7D | +2.8% | -1.0% | +3.8% | +2.6% |
| 30D | -23.9% | +7.3% | -31.2% | -22.5% |
| 3M | -3.7% | +7.0% | -10.7% | -1.8% |
| 6M | -9.2% | +16.3% | -25.6% | -6.5% |
| YTD | +4.0% | +19.7% | -15.8% | +6.8% |
| 1Y | -21.6% | +27.8% | -49.4% | -19.7% |
| 3Y | +14.4% | +72.0% | -57.6% | +0.9% |
| 5Y | +586.8% | +104.9% | +481.9% | +446.8% |
| All | +586.8% | +105.3% | +481.5% | +446.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling