+4,419.4%
SMCI vs CF
+2,416.4%
+2,003.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -3.2% | +7.8% | +5.3% |
| 7D | +6.8% | +6.0% | +0.8% | +5.2% |
| 30D | +30.6% | +14.8% | +15.7% | +26.1% |
| 3M | -15.6% | +14.1% | -29.6% | -18.7% |
| 6M | +21.3% | +28.5% | -7.3% | +10.0% |
| YTD | +35.3% | +74.9% | -39.7% | +13.2% |
| 1Y | -2.7% | +61.7% | -64.4% | -17.2% |
| 3Y | +40.3% | +80.3% | -40.0% | +13.2% |
| 5Y | +941.8% | +226.0% | +715.9% | +580.2% |
| 10Y | +1,687.4% | +569.9% | +1,117.5% | +778.6% |
| All | +4,419.4% | +2,416.4% | +2,003.0% | +1,595.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling