+978.2%
SMCI vs COMP
-31.2%
+1,009.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.5% | +4.0% | +4.4% |
| 7D | +6.8% | +1.4% | +5.4% | +6.5% |
| 30D | +30.6% | -13.3% | +43.9% | +34.3% |
| 3M | -15.6% | +41.1% | -56.7% | -22.2% |
| 6M | +21.3% | +17.2% | +4.1% | +15.7% |
| YTD | +35.3% | +5.2% | +30.1% | +30.9% |
| 1Y | -2.7% | +18.9% | -21.7% | -8.9% |
| 3Y | +40.3% | +215.9% | -175.6% | +5.6% |
| All | +978.2% | -31.2% | +1,009.3% | +833.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling