+2,981.1%
SMCI vs CP
+960.2%
+2,020.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | +0.9% | -12.2% | -11.8% |
| 7D | -0.3% | +0.9% | -1.2% | -0.9% |
| 30D | -30.9% | +10.3% | -41.3% | -34.8% |
| 3M | -28.2% | +2.3% | -30.5% | -29.6% |
| 6M | -17.7% | +10.7% | -28.4% | -22.7% |
| YTD | -7.8% | +29.3% | -37.1% | -20.2% |
| 1Y | -28.8% | +31.5% | -60.3% | -38.9% |
| 3Y | +1.5% | +36.7% | -35.3% | -13.7% |
| 5Y | +517.8% | +26.8% | +491.0% | +444.5% |
| 10Y | +958.4% | +260.1% | +698.3% | +442.8% |
| All | +2,981.1% | +960.2% | +2,020.9% | +555.4% |
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