+4,419.4%
SMCI vs CP
+924.3%
+3,495.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.3% | +4.2% | +4.4% |
| 7D | +6.8% | -2.7% | +9.4% | +8.3% |
| 30D | +30.6% | +0.2% | +30.4% | +30.6% |
| 3M | -15.6% | +2.6% | -18.2% | -16.9% |
| 6M | +21.3% | +6.0% | +15.3% | +17.5% |
| YTD | +35.3% | +24.9% | +10.3% | +20.0% |
| 1Y | -2.7% | +20.1% | -22.8% | -12.1% |
| 3Y | +40.3% | +16.4% | +23.9% | +30.0% |
| 5Y | +941.8% | +31.7% | +910.1% | +805.6% |
| 10Y | +1,687.4% | +223.9% | +1,463.5% | +869.8% |
| All | +4,419.4% | +924.3% | +3,495.1% | +885.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling