+4,477.6%
SMCI vs CMG
+2,791.4%
+1,686.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.2% | +7.1% | +7.2% |
| 7D | +1.3% | -2.1% | +3.3% | +1.9% |
| 30D | +6.6% | +10.9% | -4.3% | +3.4% |
| 3M | +25.4% | +15.8% | +9.6% | +18.3% |
| 6M | +26.1% | +6.9% | +19.2% | +20.8% |
| YTD | +37.0% | -2.2% | +39.2% | +34.8% |
| 1Y | -8.8% | -7.1% | -1.7% | -9.8% |
| 3Y | +44.6% | -7.1% | +51.7% | +43.1% |
| 5Y | +995.9% | -4.8% | +1,000.7% | +958.5% |
| 10Y | +1,801.4% | +324.3% | +1,477.0% | +1,074.2% |
| All | +4,477.6% | +2,791.4% | +1,686.3% | +1,361.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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