-35.6%
SMCI vs COHR
+28.9%
-64.5%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -13.0% | +4.5% | -2.6% |
| 7D | -21.3% | -28.4% | +7.1% | -8.8% |
| 30D | -37.7% | -49.8% | +12.1% | -16.0% |
| 3M | -10.7% | -48.3% | +37.6% | +15.6% |
| 6M | -2.7% | -49.4% | +46.7% | +24.8% |
| YTD | -7.5% | -8.0% | +0.5% | -2.6% |
| 1Y | -35.6% | +26.1% | -61.7% | -37.6% |
| All | -35.6% | +28.9% | -64.5% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COHR.
Daily Out/Under-Performance
Portfolio return minus COHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COHR 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 COHR 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