+5.5%
SMCI vs CF
+68.7%
-63.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | +1.4% | -12.7% | -11.1% |
| 7D | -0.3% | +5.4% | -5.7% | +0.3% |
| 30D | -30.9% | +6.5% | -37.5% | -30.2% |
| 3M | -28.2% | +4.6% | -32.9% | -27.5% |
| 6M | -17.7% | -3.3% | -14.4% | -16.9% |
| YTD | -7.8% | +63.9% | -71.7% | -12.2% |
| 1Y | -28.8% | +50.4% | -79.3% | -31.6% |
| All | +5.5% | +68.7% | -63.2% | -2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling