+523.6%
SMCI vs CF
+114.1%
+409.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.4% |
| 7D | -6.6% | +4.8% | -11.3% | -6.6% |
| 30D | -24.9% | +4.7% | -29.6% | -24.9% |
| 3M | -31.4% | +7.4% | -38.8% | -31.5% |
| 6M | -16.0% | +0.6% | -16.6% | -16.0% |
| YTD | -8.2% | +64.1% | -72.3% | -15.3% |
| 1Y | -23.4% | +51.4% | -74.8% | -28.5% |
| 3Y | +5.0% | +67.8% | -62.8% | -4.8% |
| All | +523.6% | +114.1% | +409.5% | +431.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling