+967.2%
SMCI vs CMS
+23.1%
+944.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.5% |
| 7D | +5.2% | +0.2% | +5.1% | +5.2% |
| 30D | +23.7% | -1.3% | +25.0% | +23.5% |
| 3M | -4.2% | -5.4% | +1.2% | -5.0% |
| 6M | +21.7% | -10.3% | +32.1% | +19.9% |
| YTD | +33.0% | -0.2% | +33.2% | +33.9% |
| 1Y | -9.3% | -0.9% | -8.4% | -8.7% |
| 3Y | +38.7% | +34.0% | +4.8% | +41.5% |
| 5Y | +967.2% | +23.6% | +943.6% | +1,003.1% |
| All | +967.2% | +23.1% | +944.1% | +1,003.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling