-9.3%
SMCI vs CF
+65.9%
-75.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.8% | -6.1% | -2.5% |
| 7D | +5.2% | -0.8% | +6.0% | +5.1% |
| 30D | +23.7% | +14.3% | +9.5% | +28.3% |
| 3M | -4.2% | +27.9% | -32.1% | +3.4% |
| 6M | +21.7% | +25.5% | -3.8% | +24.7% |
| YTD | +33.0% | +81.2% | -48.2% | +28.7% |
| 1Y | -9.3% | +66.5% | -75.8% | -10.0% |
| All | -9.3% | +65.9% | -75.2% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling