+34.8%
SMCI vs COR
+84.5%
-49.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.2% | -4.5% |
| 7D | -1.3% | -4.8% | +3.5% | -4.8% |
| 30D | +18.3% | -3.7% | +22.0% | +16.1% |
| 3M | +27.7% | +14.3% | +13.4% | +42.3% |
| 6M | +17.6% | -8.5% | +26.1% | +18.5% |
| YTD | +27.7% | -4.4% | +32.1% | +33.3% |
| 1Y | -14.9% | +9.1% | -24.0% | -4.5% |
| All | +34.8% | +84.5% | -49.7% | +142.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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