+34.8%
SMCI vs CEG
+167.9%
-133.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.7% | -1.3% | -2.4% |
| 7D | -1.3% | +0.3% | -1.6% | -1.4% |
| 30D | +18.3% | +2.9% | +15.4% | +16.3% |
| 3M | +27.7% | +18.2% | +9.5% | +16.3% |
| 6M | +17.6% | -9.5% | +27.1% | +27.6% |
| YTD | +27.7% | -18.7% | +46.4% | +44.4% |
| 1Y | -14.9% | -10.1% | -4.7% | -10.4% |
| All | +34.8% | +167.9% | -133.2% | -24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling