+44.6%
SMCI vs CELH
-60.2%
+104.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.2% | +5.1% | +6.6% |
| 7D | +1.3% | -11.2% | +12.5% | +4.8% |
| 30D | +6.6% | -1.4% | +8.1% | +6.3% |
| 3M | +25.4% | -4.2% | +29.6% | +23.4% |
| 6M | +26.1% | -40.5% | +66.6% | +44.0% |
| YTD | +37.0% | -40.5% | +77.5% | +55.1% |
| 1Y | -8.8% | -53.0% | +44.2% | +10.0% |
| 3Y | +44.6% | -59.1% | +103.7% | +88.3% |
| All | +44.6% | -60.2% | +104.8% | +88.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling