+622.2%
SMCI vs COMP
-49.2%
+671.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.7% | -6.2% | -1.7% |
| 7D | -6.0% | +14.5% | -20.6% | -8.7% |
| 30D | -31.7% | +14.9% | -46.6% | -33.8% |
| 3M | -8.1% | -14.2% | +6.1% | -5.8% |
| 6M | -19.1% | +23.7% | -42.9% | -23.8% |
| YTD | -2.3% | +2.1% | -4.4% | -5.2% |
| 1Y | -28.1% | +26.2% | -54.3% | -32.9% |
| 3Y | +8.0% | +470.9% | -462.9% | -25.1% |
| 5Y | +537.8% | -14.0% | +551.8% | +414.5% |
| All | +622.2% | -49.2% | +671.4% | +489.4% |
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 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