+945.5%
SMCI vs CFG
+216.2%
+729.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.1% | -0.7% |
| 7D | -6.6% | +3.2% | -9.8% | -7.7% |
| 30D | -24.9% | +5.1% | -30.0% | -26.5% |
| 3M | -31.4% | -11.2% | -20.1% | -28.1% |
| 6M | -16.0% | +9.6% | -25.6% | -19.4% |
| YTD | -8.2% | +15.0% | -23.2% | -13.2% |
| 1Y | -23.4% | +29.9% | -53.3% | -31.1% |
| 3Y | +5.0% | +192.1% | -187.0% | -34.6% |
| 5Y | +515.0% | +62.3% | +452.7% | +375.6% |
| All | +945.5% | +216.2% | +729.3% | +479.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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