+1,770.3%
SMCI vs EFX
+42.6%
+1,727.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.6% | +6.7% | +7.0% |
| 7D | +1.3% | -4.5% | +5.8% | +3.2% |
| 30D | +6.6% | -6.1% | +12.7% | +8.7% |
| 3M | +25.4% | +6.2% | +19.2% | +18.5% |
| 6M | +26.1% | -11.2% | +37.4% | +29.4% |
| YTD | +37.0% | -21.4% | +58.4% | +47.1% |
| 1Y | -8.8% | -34.3% | +25.6% | +5.9% |
| 3Y | +44.6% | -12.5% | +57.1% | +44.4% |
| 5Y | +995.9% | -35.6% | +1,031.5% | +1,122.8% |
| All | +1,770.3% | +42.6% | +1,727.8% | +1,453.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling