+581.6%
SMCI vs COMP
-52.8%
+634.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -2.1% | -9.2% | -10.9% |
| 7D | -0.3% | +8.9% | -9.2% | -2.0% |
| 30D | -30.9% | +14.0% | -44.9% | -32.9% |
| 3M | -28.2% | -21.1% | -7.1% | -25.1% |
| 6M | -17.7% | +20.1% | -37.8% | -21.9% |
| YTD | -7.8% | -5.0% | -2.8% | -9.2% |
| 1Y | -28.8% | +5.7% | -34.5% | -31.3% |
| 3Y | +1.5% | +412.2% | -410.8% | -28.1% |
| 5Y | +517.8% | -12.1% | +529.8% | +402.5% |
| All | +581.6% | -52.8% | +634.3% | +464.8% |
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