+43.4%
SMCI vs CL
+28.9%
+14.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.4% |
| 7D | +9.7% | -1.4% | +11.0% | +8.8% |
| 30D | +29.3% | -5.2% | +34.5% | +25.4% |
| 3M | -8.5% | +3.3% | -11.8% | -5.8% |
| 6M | +28.6% | -4.4% | +33.0% | +26.7% |
| YTD | +37.5% | +13.9% | +23.6% | +50.8% |
| 1Y | +0.5% | +7.6% | -7.1% | +7.9% |
| 3Y | +43.4% | +29.6% | +13.9% | +74.1% |
| All | +43.4% | +28.9% | +14.5% | +74.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling