+1,084.0%
SMCI vs CL
+84.9%
+999.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.1% | +9.6% | +9.5% |
| 7D | +2.8% | -0.8% | +3.6% | +2.9% |
| 30D | -23.9% | +9.5% | -33.4% | -25.3% |
| 3M | -3.7% | +6.8% | -10.5% | -5.2% |
| 6M | -9.2% | +14.3% | -23.5% | -12.9% |
| YTD | +4.0% | +27.0% | -23.0% | -3.6% |
| 1Y | -21.6% | +26.3% | -47.9% | -27.3% |
| 3Y | +14.4% | +39.3% | -24.9% | -4.6% |
| 5Y | +586.8% | +41.5% | +545.2% | +456.6% |
| All | +1,084.0% | +84.9% | +999.2% | +751.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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