+4,167.1%
SMCI vs COF
+275.0%
+3,892.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.2% | -3.3% |
| 7D | -1.3% | -6.1% | +4.8% | +0.9% |
| 30D | +18.3% | -5.2% | +23.5% | +20.7% |
| 3M | +27.7% | +17.0% | +10.7% | +20.0% |
| 6M | +17.6% | +12.9% | +4.7% | +12.2% |
| YTD | +27.7% | -13.5% | +41.3% | +34.0% |
| 1Y | -14.9% | -5.9% | -9.0% | -13.6% |
| 3Y | +33.2% | +117.1% | -83.9% | -1.8% |
| 5Y | +921.6% | +45.4% | +876.2% | +751.1% |
| 10Y | +1,672.4% | +244.1% | +1,428.3% | +939.5% |
| All | +4,167.1% | +275.0% | +3,892.1% | +1,858.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling