-37.6%
SMCI vs COST
+12.8%
-50.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.7% | -8.4% | -2.9% |
| 7D | -17.3% | +6.6% | -24.0% | -11.2% |
| 30D | -31.5% | +13.5% | -44.9% | -21.6% |
| 3M | -6.6% | +10.6% | -17.2% | +4.1% |
| 6M | +6.0% | +3.6% | +2.4% | +13.9% |
| YTD | +1.1% | +22.1% | -20.9% | +10.3% |
| 1Y | -37.6% | +11.9% | -49.4% | -34.1% |
| All | -37.6% | +12.8% | -50.4% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 1y: compounded portfolio wealth divided by compounded COST 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…
1y analysis · Full analysis span regression · 6 months rolling