+967.2%
SMCI vs CP
+30.0%
+937.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -2.4% |
| 7D | +5.2% | +0.6% | +4.6% | +4.7% |
| 30D | +23.7% | -0.5% | +24.2% | +24.3% |
| 3M | -4.2% | +0.1% | -4.3% | -4.7% |
| 6M | +21.7% | +7.8% | +13.9% | +13.9% |
| YTD | +33.0% | +22.9% | +10.2% | +11.7% |
| 1Y | -9.3% | +21.3% | -30.6% | -23.3% |
| 3Y | +38.7% | +20.4% | +18.3% | +18.5% |
| 5Y | +967.2% | +34.9% | +932.2% | +754.5% |
| All | +967.2% | +30.0% | +937.2% | +754.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling