-14.9%
SMCI vs CFG
+37.9%
-52.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.4% | -4.2% |
| 7D | -1.3% | -1.7% | +0.4% | -0.2% |
| 30D | +18.3% | -4.6% | +22.9% | +22.2% |
| 3M | +27.7% | +7.9% | +19.8% | +19.7% |
| 6M | +17.6% | +19.9% | -2.3% | +2.2% |
| YTD | +27.7% | +21.7% | +6.0% | +13.0% |
| 1Y | -14.9% | +38.4% | -53.3% | -26.5% |
| All | -14.9% | +37.9% | -52.8% | -26.5% |
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