+25.9%
SMCI vs COR
-8.9%
+34.8%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | -0.2% |
| 7D | +9.7% | -1.9% | +11.6% | +7.7% |
| 30D | +29.3% | +1.5% | +27.8% | +32.2% |
| 3M | -8.5% | +18.7% | -27.2% | +8.8% |
| All | +25.9% | -8.9% | +34.8% | +77.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling