+1,643.5%
SMCI vs CMS
+120.6%
+1,522.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.9% |
| 7D | -1.3% | -1.3% | 0.0% | -1.1% |
| 30D | +18.3% | -2.8% | +21.1% | +18.8% |
| 3M | +27.7% | -7.1% | +34.8% | +28.9% |
| 6M | +17.6% | -10.0% | +27.6% | +19.4% |
| YTD | +27.7% | -0.9% | +28.7% | +27.9% |
| 1Y | -14.9% | -2.0% | -12.9% | -14.7% |
| 3Y | +33.2% | +33.0% | +0.2% | +22.4% |
| 5Y | +921.6% | +24.3% | +897.3% | +843.9% |
| All | +1,643.5% | +120.6% | +1,522.9% | +1,471.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling