-2.7%
SMCI vs CEG
-3.0%
+0.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.9% | -0.3% | +1.4% |
| 7D | +6.8% | +8.0% | -1.3% | +1.5% |
| 30D | +30.6% | +12.9% | +17.6% | +20.7% |
| 3M | -15.6% | +13.2% | -28.7% | -21.2% |
| 6M | +21.3% | -7.0% | +28.2% | +25.4% |
| YTD | +35.3% | -15.0% | +50.3% | +44.1% |
| 1Y | -2.7% | -2.7% | 0.0% | -2.8% |
| All | -2.7% | -3.0% | +0.3% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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