+980.0%
SMCI vs CME
+78.0%
+902.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.5% | +6.7% | +7.4% |
| 7D | +1.3% | -1.6% | +2.9% | +0.8% |
| 30D | +6.6% | +5.6% | +1.0% | +8.2% |
| 3M | +25.4% | +5.6% | +19.8% | +26.8% |
| 6M | +26.1% | -8.3% | +34.4% | +25.1% |
| YTD | +37.0% | +4.3% | +32.7% | +39.0% |
| 1Y | -8.8% | +9.1% | -17.9% | -6.5% |
| 3Y | +44.6% | +52.1% | -7.5% | +45.8% |
| All | +980.0% | +78.0% | +902.0% | +912.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling