+4,495.9%
SMCI vs CME
+430.4%
+4,065.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.1% |
| 7D | +9.7% | -2.9% | +12.5% | +10.8% |
| 30D | +29.3% | +5.5% | +23.8% | +26.8% |
| 3M | -8.5% | +11.0% | -19.4% | -12.7% |
| 6M | +28.6% | -9.7% | +38.3% | +31.1% |
| YTD | +37.5% | +4.9% | +32.7% | +32.0% |
| 1Y | +0.5% | +10.1% | -9.5% | -5.7% |
| 3Y | +43.4% | +53.5% | -10.1% | +13.3% |
| 5Y | +1,008.2% | +77.2% | +931.0% | +708.4% |
| 10Y | +1,776.0% | +282.1% | +1,493.9% | +853.7% |
| All | +4,495.9% | +430.4% | +4,065.5% | +1,556.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling