+2,981.1%
SMCI vs CB
+853.3%
+2,127.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | +0.4% | -11.7% | -11.5% |
| 7D | -0.3% | 0.0% | -0.4% | -0.4% |
| 30D | -30.9% | +7.4% | -38.3% | -33.4% |
| 3M | -28.2% | +8.6% | -36.8% | -31.4% |
| 6M | -17.7% | +16.1% | -33.8% | -25.3% |
| YTD | -7.8% | +20.2% | -28.0% | -18.2% |
| 1Y | -28.8% | +27.2% | -56.0% | -38.6% |
| 3Y | +1.5% | +72.7% | -71.2% | -29.2% |
| 5Y | +517.8% | +105.9% | +411.8% | +287.0% |
| 10Y | +958.4% | +248.1% | +710.4% | +377.1% |
| All | +2,981.1% | +853.3% | +2,127.7% | +682.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling