+4,419.4%
SMCI vs CMS
+638.2%
+3,781.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.2% | +4.7% | +4.6% |
| 7D | +6.8% | +0.4% | +6.4% | +6.6% |
| 30D | +30.6% | -3.6% | +34.2% | +32.5% |
| 3M | -15.6% | -1.9% | -13.7% | -15.6% |
| 6M | +21.3% | -11.0% | +32.2% | +26.9% |
| YTD | +35.3% | +0.2% | +35.1% | +34.6% |
| 1Y | -2.7% | -1.3% | -1.4% | -2.9% |
| 3Y | +40.3% | +35.9% | +4.4% | +16.0% |
| 5Y | +941.8% | +23.1% | +918.8% | +777.7% |
| 10Y | +1,687.4% | +117.9% | +1,569.4% | +912.3% |
| All | +4,419.4% | +638.2% | +3,781.2% | +728.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling