+1,048.7%
SMCI vs AFRM
-25.2%
+1,073.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.7% | -3.9% |
| 7D | -1.3% | -8.5% | +7.2% | +0.3% |
| 30D | +18.3% | -11.4% | +29.7% | +20.6% |
| 3M | +27.7% | +8.2% | +19.5% | +25.1% |
| 6M | +17.6% | +36.6% | -19.0% | +10.6% |
| YTD | +27.7% | -8.7% | +36.4% | +28.5% |
| 1Y | -14.9% | -19.9% | +5.0% | -12.9% |
| 3Y | +33.2% | +202.6% | -169.4% | +6.4% |
| 5Y | +921.6% | -45.0% | +966.6% | +721.6% |
| All | +1,048.7% | -25.2% | +1,073.9% | +834.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AFRM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling