+517.8%
SMCI vs CP
+27.5%
+490.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | +0.9% | -12.2% | -12.0% |
| 7D | -0.3% | +0.9% | -1.2% | -1.3% |
| 30D | -30.9% | +10.3% | -41.3% | -36.8% |
| 3M | -28.2% | +2.3% | -30.5% | -30.2% |
| 6M | -17.7% | +10.7% | -28.4% | -25.5% |
| YTD | -7.8% | +29.3% | -37.1% | -26.9% |
| 1Y | -28.8% | +31.5% | -60.3% | -44.4% |
| 3Y | +1.5% | +36.7% | -35.3% | -22.7% |
| 5Y | +517.8% | +26.8% | +491.0% | +375.6% |
| All | +517.8% | +27.5% | +490.3% | +375.6% |
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