-19.7%
SMCI vs COMP
+8.9%
-28.6%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +2.7% | +6.8% | +8.5% |
| 7D | +2.8% | +2.2% | +0.6% | +1.9% |
| 30D | -23.9% | +16.3% | -40.2% | -28.7% |
| 3M | -3.7% | -19.1% | +15.4% | +3.6% |
| 6M | -9.2% | +17.1% | -26.3% | -20.0% |
| YTD | +4.0% | -2.9% | +6.9% | -8.0% |
| All | -19.7% | +8.9% | -28.6% | -31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling