-37.6%
SMCI vs COF
-4.4%
-33.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.1% | -4.6% | -5.1% |
| 7D | -17.3% | +0.7% | -18.0% | -17.8% |
| 30D | -31.5% | +5.7% | -37.2% | -33.6% |
| 3M | -6.6% | -6.7% | +0.1% | -3.0% |
| 6M | +6.0% | +9.5% | -3.5% | -0.7% |
| YTD | +1.1% | -13.9% | +15.0% | +7.1% |
| 1Y | -37.6% | -5.1% | -32.5% | -38.5% |
| All | -37.6% | -4.4% | -33.1% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 1y: compounded portfolio wealth divided by compounded COF 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…
1y analysis · Full analysis span regression · 6 months rolling