-9.3%
SMCI vs CL
+7.3%
-16.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.6% |
| 7D | +5.2% | -2.3% | +7.5% | +3.6% |
| 30D | +23.7% | -5.5% | +29.2% | +19.3% |
| 3M | -4.2% | +0.8% | -5.0% | -2.9% |
| 6M | +21.7% | -4.2% | +25.9% | +18.8% |
| YTD | +33.0% | +13.4% | +19.6% | +47.2% |
| 1Y | -9.3% | +7.1% | -16.4% | -0.4% |
| All | -9.3% | +7.3% | -16.6% | -0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling