+2,873.4%
SMCI vs CNH
+55.5%
+2,817.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.6% | +7.2% | +4.1% |
| 7D | +9.7% | +8.8% | +0.9% | +5.3% |
| 30D | +29.3% | +24.7% | +4.7% | +16.2% |
| 3M | -8.5% | +27.3% | -35.8% | -18.2% |
| 6M | +28.6% | +23.2% | +5.4% | +16.6% |
| YTD | +37.5% | +48.9% | -11.4% | +15.1% |
| 1Y | +0.5% | +19.4% | -18.9% | -8.2% |
| 3Y | +43.4% | +7.8% | +35.7% | +34.7% |
| 5Y | +1,008.2% | +8.7% | +999.4% | +917.4% |
| 10Y | +1,776.0% | +149.5% | +1,626.5% | +1,107.0% |
| All | +2,873.4% | +55.5% | +2,817.9% | +2,038.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling