+44.6%
SMCI vs COHR
+805.6%
-761.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.2% | +3.1% | +5.0% |
| 7D | +1.3% | +8.3% | -7.1% | -3.1% |
| 30D | +6.6% | -14.1% | +20.8% | +14.0% |
| 3M | +25.4% | -16.0% | +41.4% | +31.8% |
| 6M | +26.1% | +21.5% | +4.7% | +6.6% |
| YTD | +37.0% | +65.4% | -28.4% | -7.3% |
| 1Y | -8.8% | +195.0% | -203.8% | -58.7% |
| 3Y | +44.6% | +830.2% | -785.6% | -70.7% |
| All | +44.6% | +805.6% | -761.0% | -70.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling