+921.6%
SMCI vs CNH
+8.8%
+912.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.1% | -2.4% |
| 7D | -1.3% | -2.5% | +1.2% | -0.1% |
| 30D | +18.3% | +27.0% | -8.7% | +2.2% |
| 3M | +27.7% | +32.6% | -4.9% | +6.8% |
| 6M | +17.6% | +23.6% | -6.0% | +3.2% |
| YTD | +27.7% | +47.8% | -20.1% | +1.8% |
| 1Y | -14.9% | +21.3% | -36.1% | -25.1% |
| 3Y | +33.2% | +7.0% | +26.2% | +22.1% |
| 5Y | +921.6% | +10.2% | +911.4% | +790.8% |
| All | +921.6% | +8.8% | +912.8% | +790.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling