+1,809.0%
SMCI vs CF
+580.6%
+1,228.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.6% |
| 7D | +9.7% | -0.9% | +10.6% | +9.8% |
| 30D | +29.3% | +18.1% | +11.3% | +25.4% |
| 3M | -8.5% | +23.4% | -31.8% | -12.2% |
| 6M | +28.6% | +17.1% | +11.5% | +21.4% |
| YTD | +37.5% | +76.2% | -38.7% | +18.0% |
| 1Y | +0.5% | +62.3% | -61.7% | -12.4% |
| 3Y | +43.4% | +71.8% | -28.4% | +20.6% |
| 5Y | +1,008.2% | +234.6% | +773.6% | +638.6% |
| All | +1,809.0% | +580.6% | +1,228.4% | +908.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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