+3,072.4%
SMCI vs CF
+2,209.0%
+863.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.6% | -5.4% | -3.4% |
| 7D | -11.5% | +4.8% | -16.2% | -12.6% |
| 30D | -33.6% | +9.7% | -43.3% | -35.3% |
| 3M | -11.7% | +1.2% | -12.9% | -12.6% |
| 6M | -21.4% | +7.4% | -28.8% | -24.2% |
| YTD | -5.1% | +60.5% | -65.6% | -19.4% |
| 1Y | -30.9% | +50.7% | -81.6% | -40.4% |
| 3Y | +4.5% | +64.8% | -60.3% | -14.4% |
| 5Y | +534.2% | +115.8% | +418.4% | +361.1% |
| 10Y | +1,062.8% | +481.0% | +581.7% | +491.9% |
| All | +3,072.4% | +2,209.0% | +863.4% | +1,107.1% |
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