+1,770.3%
SMCI vs CG
+314.7%
+1,455.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.7% | +9.0% | +8.2% |
| 7D | +1.3% | -9.9% | +11.1% | +7.4% |
| 30D | +6.6% | -11.7% | +18.3% | +14.0% |
| 3M | +25.4% | -4.3% | +29.7% | +27.4% |
| 6M | +26.1% | -8.8% | +34.9% | +32.2% |
| YTD | +37.0% | -26.9% | +63.9% | +61.8% |
| 1Y | -8.8% | -35.4% | +26.7% | +14.7% |
| 3Y | +44.6% | +43.0% | +1.6% | +14.4% |
| 5Y | +995.9% | +1.9% | +994.0% | +899.3% |
| All | +1,770.3% | +314.7% | +1,455.6% | +938.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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