+13.9%
SMCI vs COMP
+353.8%
-339.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +10.7% | -4.5% | +3.2% |
| 7D | -12.7% | +13.4% | -26.2% | -16.0% |
| 30D | -36.0% | +11.1% | -47.1% | -38.2% |
| 3M | -2.1% | -18.8% | +16.7% | +3.0% |
| 6M | -17.0% | +10.5% | -27.5% | -21.5% |
| YTD | -1.7% | -3.4% | +1.7% | -5.6% |
| 1Y | -28.7% | +19.7% | -48.4% | -35.0% |
| 3Y | +13.9% | +381.6% | -367.7% | -32.0% |
| All | +13.9% | +353.8% | -339.9% | -32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling