-37.6%
SMCI vs COPX
+31.7%
-69.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +4.0% | -9.7% | -8.8% |
| 7D | -17.3% | -3.0% | -14.4% | -15.6% |
| 30D | -31.5% | -13.6% | -17.8% | -23.4% |
| 3M | -6.6% | -11.2% | +4.6% | +1.3% |
| 6M | +6.0% | -2.4% | +8.4% | +9.3% |
| YTD | +1.1% | +4.2% | -3.1% | -3.0% |
| 1Y | -37.6% | +32.2% | -69.7% | -49.6% |
| All | -37.6% | +31.7% | -69.3% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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