-23.4%
SMCI vs CP
+31.6%
-55.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.2% |
| 7D | -6.6% | +2.1% | -8.7% | -7.7% |
| 30D | -24.9% | +9.3% | -34.2% | -29.4% |
| 3M | -31.4% | +0.5% | -31.8% | -31.4% |
| 6M | -16.0% | +10.4% | -26.4% | -22.8% |
| YTD | -8.2% | +28.7% | -36.9% | -24.2% |
| 1Y | -23.4% | +33.2% | -56.6% | -37.9% |
| All | -23.4% | +31.6% | -55.0% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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