+967.2%
SMCI vs CL
+27.0%
+940.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.4% |
| 7D | +5.2% | -2.3% | +7.5% | +4.6% |
| 30D | +23.7% | -5.5% | +29.2% | +22.1% |
| 3M | -4.2% | +0.8% | -5.0% | -3.7% |
| 6M | +21.7% | -4.2% | +25.9% | +21.3% |
| YTD | +33.0% | +13.4% | +19.6% | +36.4% |
| 1Y | -9.3% | +7.1% | -16.4% | -7.1% |
| 3Y | +38.7% | +29.0% | +9.7% | +31.1% |
| 5Y | +967.2% | +28.3% | +938.9% | +890.7% |
| All | +967.2% | +27.0% | +940.1% | +890.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling