+4,495.9%
SMCI vs COR
+1,833.4%
+2,662.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +2.3% |
| 7D | +9.7% | -1.9% | +11.6% | +10.2% |
| 30D | +29.3% | +1.5% | +27.8% | +28.1% |
| 3M | -8.5% | +18.7% | -27.2% | -14.5% |
| 6M | +28.6% | -9.0% | +37.6% | +29.7% |
| YTD | +37.5% | -3.3% | +40.8% | +34.2% |
| 1Y | +0.5% | +9.8% | -9.3% | -7.5% |
| 3Y | +43.4% | +87.4% | -43.9% | +0.9% |
| 5Y | +1,008.2% | +180.5% | +827.7% | +534.3% |
| 10Y | +1,776.0% | +398.1% | +1,377.9% | +650.1% |
| All | +4,495.9% | +1,833.4% | +2,662.5% | +572.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling