+1,770.3%
SMCI vs CHTR
-44.7%
+1,815.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.7% | +3.6% | +6.6% |
| 7D | +1.3% | -4.1% | +5.4% | +2.0% |
| 30D | +6.6% | -3.0% | +9.6% | +6.9% |
| 3M | +25.4% | +4.8% | +20.7% | +22.4% |
| 6M | +26.1% | -35.0% | +61.2% | +34.2% |
| YTD | +37.0% | -30.2% | +67.2% | +42.3% |
| 1Y | -8.8% | -44.8% | +36.0% | +0.9% |
| 3Y | +44.6% | -66.6% | +111.2% | +75.5% |
| 5Y | +995.9% | -81.5% | +1,077.4% | +1,547.1% |
| All | +1,770.3% | -44.7% | +1,815.1% | +1,791.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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