+2,981.1%
SMCI vs CI
+589.9%
+2,391.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -1.7% | -9.6% | -10.8% |
| 7D | -0.3% | -1.7% | +1.4% | +0.2% |
| 30D | -30.9% | +4.9% | -35.8% | -32.3% |
| 3M | -28.2% | +7.4% | -35.6% | -30.4% |
| 6M | -17.7% | +0.4% | -18.1% | -19.1% |
| YTD | -7.8% | +9.5% | -17.3% | -12.4% |
| 1Y | -28.8% | +12.0% | -40.8% | -33.0% |
| 3Y | +1.5% | +7.1% | -5.6% | -9.0% |
| 5Y | +517.8% | +49.3% | +468.4% | +379.7% |
| 10Y | +958.4% | +146.6% | +811.8% | +550.4% |
| All | +2,981.1% | +589.9% | +2,391.2% | +809.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling