+1,770.3%
SMCI vs CME
+282.4%
+1,487.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.5% | +6.7% | +7.2% |
| 7D | +1.3% | -1.6% | +2.9% | +1.6% |
| 30D | +6.6% | +5.6% | +1.0% | +5.4% |
| 3M | +25.4% | +5.6% | +19.8% | +23.7% |
| 6M | +26.1% | -8.3% | +34.4% | +27.6% |
| YTD | +37.0% | +4.3% | +32.7% | +33.5% |
| 1Y | -8.8% | +9.1% | -17.9% | -12.4% |
| 3Y | +44.6% | +52.1% | -7.5% | +19.2% |
| 5Y | +995.9% | +79.7% | +916.3% | +721.4% |
| All | +1,770.3% | +282.4% | +1,487.9% | +961.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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