+2,967.4%
SMCI vs CL
+372.8%
+2,594.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.3% | -1.2% |
| 7D | -6.6% | +3.2% | -9.8% | -7.9% |
| 30D | -24.9% | +8.0% | -32.9% | -28.0% |
| 3M | -31.4% | +7.9% | -39.2% | -34.5% |
| 6M | -16.0% | +14.7% | -30.8% | -23.6% |
| YTD | -8.2% | +29.2% | -37.4% | -22.0% |
| 1Y | -23.4% | +29.5% | -53.0% | -35.3% |
| 3Y | +5.0% | +40.7% | -35.6% | -21.2% |
| 5Y | +515.0% | +43.9% | +471.2% | +342.6% |
| 10Y | +953.7% | +87.2% | +866.5% | +510.2% |
| All | +2,967.4% | +372.8% | +2,594.5% | +865.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling