-14.9%
SMCI vs COO
-20.6%
+5.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -14.7% | +10.7% | -2.3% |
| 7D | -1.3% | -23.3% | +22.0% | +1.1% |
| 30D | +18.3% | -29.5% | +47.8% | +21.8% |
| 3M | +27.7% | -20.0% | +47.7% | +28.3% |
| 6M | +17.6% | -27.2% | +44.8% | +27.1% |
| YTD | +27.7% | -33.9% | +61.6% | +43.7% |
| 1Y | -14.9% | -19.9% | +5.1% | -8.5% |
| All | -14.9% | -20.6% | +5.7% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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