+5.0%
SMCI vs CNH
+29.5%
-24.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -6.6% | +3.0% | -9.6% | -8.2% |
| 30D | -24.9% | -0.6% | -24.3% | -24.8% |
| 3M | -31.4% | +14.6% | -46.0% | -38.6% |
| 6M | -16.0% | +11.8% | -27.8% | -23.7% |
| YTD | -8.2% | +30.4% | -38.6% | -23.7% |
| 1Y | -23.4% | +19.1% | -42.5% | -33.1% |
| 3Y | +5.0% | +30.2% | -25.1% | -25.2% |
| All | +5.0% | +29.5% | -24.5% | -25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling