+1,770.3%
SMCI vs AFL
+303.3%
+1,467.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.7% | +6.6% | +7.0% |
| 7D | +1.3% | -1.6% | +2.9% | +2.0% |
| 30D | +6.6% | -4.0% | +10.7% | +8.2% |
| 3M | +25.4% | -0.5% | +25.9% | +24.7% |
| 6M | +26.1% | +6.5% | +19.6% | +20.7% |
| YTD | +37.0% | +6.2% | +30.8% | +30.8% |
| 1Y | -8.8% | +8.3% | -17.0% | -14.2% |
| 3Y | +44.6% | +62.5% | -17.9% | +2.3% |
| 5Y | +995.9% | +136.2% | +859.8% | +518.0% |
| All | +1,770.3% | +303.3% | +1,467.1% | +694.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 10y: compounded portfolio wealth divided by compounded AFL 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…
10y analysis · Full analysis span regression · 6 months rolling