+883.1%
SMCI vs COMP
-49.7%
+932.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.7% | -3.2% |
| 7D | +5.2% | +0.8% | +4.4% | +5.0% |
| 30D | +23.7% | -13.9% | +37.6% | +27.4% |
| 3M | -4.2% | +30.7% | -34.9% | -10.1% |
| 6M | +21.7% | +18.7% | +3.1% | +16.1% |
| YTD | +33.0% | +1.0% | +32.0% | +29.8% |
| 1Y | -9.3% | +15.1% | -24.4% | -14.3% |
| 3Y | +38.7% | +219.8% | -181.1% | +5.0% |
| 5Y | +967.2% | -28.7% | +995.8% | +782.2% |
| All | +883.1% | -49.7% | +932.8% | +707.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling