+40.4%
SMCI vs CME
+52.6%
-12.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.9% |
| 7D | +5.2% | -0.6% | +5.9% | +4.7% |
| 30D | +23.7% | +4.7% | +19.1% | +27.7% |
| 3M | -4.2% | +7.8% | -12.0% | +1.0% |
| 6M | +21.7% | -11.0% | +32.7% | +13.2% |
| YTD | +33.0% | +4.0% | +29.0% | +39.1% |
| 1Y | -9.3% | +9.1% | -18.4% | -0.8% |
| All | +40.4% | +52.6% | -12.2% | +89.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling