+2,004.7%
SMCI vs COPX
+179.8%
+1,825.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.0% | +3.0% | -0.3% |
| 7D | -1.3% | -2.9% | +1.6% | +0.1% |
| 30D | +18.3% | 0.0% | +18.3% | +17.9% |
| 3M | +27.7% | +14.8% | +12.9% | +18.5% |
| 6M | +17.6% | +7.0% | +10.5% | +16.0% |
| YTD | +27.7% | +23.8% | +3.9% | +15.2% |
| 1Y | -14.9% | +75.7% | -90.6% | -35.8% |
| 3Y | +33.2% | +156.4% | -123.2% | -16.4% |
| 5Y | +921.6% | +167.6% | +754.0% | +509.1% |
| 10Y | +1,672.4% | +569.1% | +1,103.3% | +525.2% |
| All | +2,004.7% | +179.8% | +1,825.0% | +910.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling