+4,344.1%
SMCI vs COST
+2,335.0%
+2,009.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -2.8% |
| 7D | +5.2% | -2.8% | +8.0% | +6.9% |
| 30D | +23.7% | -5.3% | +29.0% | +27.3% |
| 3M | -4.2% | -6.7% | +2.5% | -1.8% |
| 6M | +21.7% | -9.9% | +31.7% | +25.5% |
| YTD | +33.0% | +5.1% | +27.9% | +24.3% |
| 1Y | -9.3% | -7.3% | -2.0% | -9.0% |
| 3Y | +38.7% | +70.4% | -31.7% | -4.0% |
| 5Y | +967.2% | +104.4% | +862.7% | +557.8% |
| 10Y | +1,745.9% | +609.0% | +1,136.9% | +431.7% |
| All | +4,344.1% | +2,335.0% | +2,009.1% | +493.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling