+921.6%
SMCI vs CG
+2.7%
+918.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.4% | -1.6% | -2.4% |
| 7D | -1.3% | -9.8% | +8.5% | +5.5% |
| 30D | +18.3% | -10.3% | +28.6% | +26.4% |
| 3M | +27.7% | -1.7% | +29.4% | +27.7% |
| 6M | +17.6% | -9.8% | +27.4% | +24.9% |
| YTD | +27.7% | -25.6% | +53.3% | +52.9% |
| 1Y | -14.9% | -32.5% | +17.6% | +7.6% |
| 3Y | +33.2% | +45.6% | -12.5% | -3.8% |
| 5Y | +921.6% | +3.7% | +917.9% | +809.1% |
| All | +921.6% | +2.7% | +918.9% | +809.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling