+1,643.5%
SMCI vs CFG
+311.8%
+1,331.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.4% | -4.1% |
| 7D | -1.3% | -1.7% | +0.4% | -0.6% |
| 30D | +18.3% | -4.6% | +22.9% | +20.6% |
| 3M | +27.7% | +7.9% | +19.8% | +23.4% |
| 6M | +17.6% | +19.9% | -2.3% | +9.2% |
| YTD | +27.7% | +21.7% | +6.0% | +18.1% |
| 1Y | -14.9% | +38.4% | -53.3% | -25.5% |
| 3Y | +33.2% | +187.0% | -153.8% | -16.5% |
| 5Y | +921.6% | +99.5% | +822.1% | +629.5% |
| All | +1,643.5% | +311.8% | +1,331.6% | +790.7% |
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