+626.3%
SMCI vs COMP
-52.0%
+678.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +10.7% | -4.5% | +4.0% |
| 7D | -12.7% | +13.4% | -26.2% | -15.1% |
| 30D | -36.0% | +11.1% | -47.1% | -37.6% |
| 3M | -2.1% | -18.8% | +16.7% | +1.6% |
| 6M | -17.0% | +10.5% | -27.5% | -20.0% |
| YTD | -1.7% | -3.4% | +1.7% | -3.6% |
| 1Y | -28.7% | +19.7% | -48.4% | -32.8% |
| 3Y | +13.9% | +381.6% | -367.7% | -18.8% |
| 5Y | +517.4% | -17.6% | +535.0% | +403.4% |
| All | +626.3% | -52.0% | +678.2% | +499.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling