+851.4%
SMCI vs CEG
+678.4%
+172.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.4% | +7.7% | +7.5% |
| 7D | +1.3% | -4.8% | +6.0% | +4.0% |
| 30D | +6.6% | +2.3% | +4.3% | +5.3% |
| 3M | +25.4% | +15.6% | +9.8% | +16.5% |
| 6M | +26.1% | -5.0% | +31.1% | +33.2% |
| YTD | +37.0% | -19.0% | +56.0% | +53.8% |
| 1Y | -8.8% | -10.0% | +1.2% | -4.1% |
| 3Y | +44.6% | +163.9% | -119.3% | -7.7% |
| All | +851.4% | +678.4% | +172.9% | +356.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling