+44.6%
SMCI vs CMI
+150.2%
-105.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.2% | +6.1% | +6.1% |
| 7D | +1.3% | -0.7% | +2.0% | +2.1% |
| 30D | +6.6% | -12.4% | +19.0% | +21.0% |
| 3M | +25.4% | -14.8% | +40.2% | +45.6% |
| 6M | +26.1% | +0.8% | +25.3% | +29.0% |
| YTD | +37.0% | +10.2% | +26.8% | +29.3% |
| 1Y | -8.8% | +37.4% | -46.2% | -30.0% |
| 3Y | +44.6% | +153.3% | -108.7% | -28.5% |
| All | +44.6% | +150.2% | -105.6% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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