+945.5%
SMCI vs CNH
+106.0%
+839.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -6.6% | +3.0% | -9.6% | -8.0% |
| 30D | -24.9% | -0.6% | -24.3% | -24.9% |
| 3M | -31.4% | +14.6% | -46.0% | -36.9% |
| 6M | -16.0% | +11.8% | -27.8% | -21.8% |
| YTD | -8.2% | +30.4% | -38.6% | -20.1% |
| 1Y | -23.4% | +19.1% | -42.5% | -30.7% |
| 3Y | +5.0% | +30.2% | -25.1% | -9.5% |
| 5Y | +515.0% | -17.8% | +532.8% | +524.4% |
| All | +945.5% | +106.0% | +839.5% | +639.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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