-2.7%
SMCI vs EFX
-25.2%
+22.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -6.4% | +10.9% | +4.7% |
| 7D | +6.8% | -8.6% | +15.4% | +7.0% |
| 30D | +30.6% | +0.1% | +30.5% | +30.1% |
| 3M | -15.6% | +3.8% | -19.4% | -16.6% |
| 6M | +21.3% | -13.5% | +34.8% | +23.5% |
| YTD | +35.3% | -17.7% | +52.9% | +36.2% |
| 1Y | -2.7% | -25.6% | +22.8% | -3.3% |
| All | -2.7% | -25.2% | +22.5% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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