+1,269.9%
SMCI vs CFG
+396.4%
+873.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.1% | +4.6% | +4.6% |
| 7D | +6.8% | +1.5% | +5.2% | +6.1% |
| 30D | +30.6% | -3.8% | +34.4% | +32.8% |
| 3M | -15.6% | +11.5% | -27.1% | -19.6% |
| 6M | +21.3% | +19.2% | +2.1% | +12.6% |
| YTD | +35.3% | +23.7% | +11.6% | +23.9% |
| 1Y | -2.7% | +38.8% | -41.6% | -15.3% |
| 3Y | +40.3% | +178.9% | -138.6% | -12.5% |
| 5Y | +941.8% | +101.8% | +840.1% | +630.2% |
| 10Y | +1,687.4% | +317.3% | +1,370.1% | +684.6% |
| All | +1,269.9% | +396.4% | +873.5% | +433.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling