-8.8%
SMCI vs EFV
+27.7%
-36.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.1% | +6.2% | +4.3% |
| 7D | +1.3% | -0.8% | +2.1% | +3.7% |
| 30D | +6.6% | +0.6% | +6.0% | +5.0% |
| 3M | +25.4% | +7.5% | +17.9% | +3.1% |
| 6M | +26.1% | +13.0% | +13.1% | -5.7% |
| YTD | +37.0% | +18.3% | +18.7% | -2.7% |
| 1Y | -8.8% | +26.7% | -35.5% | -40.9% |
| All | -8.8% | +27.7% | -36.4% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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