-35.6%
SMCI vs CELH
-49.4%
+13.8%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -2.3% | -6.2% | -8.3% |
| 7D | -21.3% | +6.7% | -28.0% | -21.8% |
| 30D | -37.7% | +10.1% | -47.8% | -38.3% |
| 3M | -10.7% | +3.1% | -13.7% | -12.0% |
| 6M | -2.7% | -10.4% | +7.7% | -2.5% |
| YTD | -7.5% | -34.3% | +26.8% | -0.6% |
| 1Y | -35.6% | -49.9% | +14.3% | -28.3% |
| All | -35.6% | -49.4% | +13.8% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 CELH 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