+44.6%
SMCI vs EFV
+90.2%
-45.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.1% | +6.2% | +5.4% |
| 7D | +1.3% | -0.8% | +2.1% | +2.8% |
| 30D | +6.6% | +0.6% | +6.0% | +5.7% |
| 3M | +25.4% | +7.5% | +17.9% | +11.3% |
| 6M | +26.1% | +13.0% | +13.1% | +7.3% |
| YTD | +37.0% | +18.3% | +18.7% | +10.8% |
| 1Y | -8.8% | +26.7% | -35.5% | -32.3% |
| 3Y | +44.6% | +89.6% | -45.0% | -45.1% |
| All | +44.6% | +90.2% | -45.6% | -45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling