-23.4%
SMCI vs CFG
+28.3%
-51.7%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.1% | -0.9% |
| 7D | -6.6% | +3.2% | -9.8% | -8.6% |
| 30D | -24.9% | +5.1% | -30.0% | -27.6% |
| 3M | -31.4% | -11.2% | -20.1% | -25.0% |
| 6M | -16.0% | +9.6% | -25.6% | -24.7% |
| YTD | -8.2% | +15.0% | -23.2% | -19.8% |
| 1Y | -23.4% | +29.9% | -53.3% | -38.6% |
| All | -23.4% | +28.3% | -51.7% | -38.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling