+44.6%
SMCI vs COPX
+149.4%
-104.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.1% | +7.4% | +7.3% |
| 7D | +1.3% | -2.3% | +3.6% | +2.9% |
| 30D | +6.6% | +0.3% | +6.4% | +5.7% |
| 3M | +25.4% | +6.8% | +18.6% | +17.8% |
| 6M | +26.1% | +7.9% | +18.2% | +20.4% |
| YTD | +37.0% | +23.7% | +13.3% | +14.3% |
| 1Y | -8.8% | +71.5% | -80.3% | -41.2% |
| 3Y | +44.6% | +149.1% | -104.5% | -34.2% |
| All | +44.6% | +149.4% | -104.8% | -34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling