+40.4%
SMCI vs CI
+4.5%
+35.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.2% | -3.1% |
| 7D | +5.2% | -1.1% | +6.3% | +5.0% |
| 30D | +23.7% | +0.5% | +23.3% | +23.9% |
| 3M | -4.2% | -5.2% | +1.0% | -5.0% |
| 6M | +21.7% | +4.3% | +17.4% | +22.8% |
| YTD | +33.0% | +2.8% | +30.2% | +34.2% |
| 1Y | -9.3% | -5.8% | -3.5% | -9.4% |
| All | +40.4% | +4.5% | +35.8% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 3y: compounded portfolio wealth divided by compounded CI 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…
3y analysis · Full analysis span regression · 6 months rolling