+44.6%
SMCI vs COF
+116.3%
-71.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.6% | +6.7% | +7.0% |
| 7D | +1.3% | -5.1% | +6.4% | +3.6% |
| 30D | +6.6% | -6.0% | +12.6% | +9.5% |
| 3M | +25.4% | +14.8% | +10.6% | +16.9% |
| 6M | +26.1% | +15.3% | +10.8% | +17.8% |
| YTD | +37.0% | -13.0% | +50.0% | +43.9% |
| 1Y | -8.8% | -5.7% | -3.0% | -7.5% |
| 3Y | +44.6% | +118.1% | -73.5% | +2.9% |
| All | +44.6% | +116.3% | -71.7% | +2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling