+4,167.1%
SMCI vs EFV
+136.5%
+4,030.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.7% |
| 7D | -1.3% | -2.0% | +0.7% | +0.6% |
| 30D | +18.3% | -0.2% | +18.5% | +18.6% |
| 3M | +27.7% | +9.1% | +18.6% | +18.1% |
| 6M | +17.6% | +11.7% | +5.9% | +9.2% |
| YTD | +27.7% | +17.0% | +10.7% | +14.2% |
| 1Y | -14.9% | +26.7% | -41.6% | -29.2% |
| 3Y | +33.2% | +90.2% | -57.0% | -22.9% |
| 5Y | +921.6% | +96.1% | +825.5% | +484.1% |
| 10Y | +1,672.4% | +164.5% | +1,507.9% | +689.9% |
| All | +4,167.1% | +136.5% | +4,030.6% | +1,675.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling