+43.4%
SMCI vs CP
+20.4%
+23.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.1% |
| 7D | +9.7% | +2.4% | +7.2% | +7.4% |
| 30D | +29.3% | -0.5% | +29.9% | +29.9% |
| 3M | -8.5% | +1.4% | -9.9% | -10.1% |
| 6M | +28.6% | +10.3% | +18.3% | +17.0% |
| YTD | +37.5% | +24.3% | +13.3% | +12.3% |
| 1Y | +0.5% | +20.4% | -19.9% | -16.0% |
| 3Y | +43.4% | +21.8% | +21.7% | +19.0% |
| All | +43.4% | +20.4% | +23.1% | +19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling