-8.8%
SMCI vs EFX
-30.9%
+22.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.6% | +6.7% | +7.3% |
| 7D | +1.3% | -4.5% | +5.8% | +1.4% |
| 30D | +6.6% | -6.1% | +12.7% | +6.5% |
| 3M | +25.4% | +6.2% | +19.2% | +21.1% |
| 6M | +26.1% | -11.2% | +37.4% | +27.5% |
| YTD | +37.0% | -21.4% | +58.4% | +38.6% |
| 1Y | -8.8% | -34.3% | +25.6% | -7.6% |
| All | -8.8% | -30.9% | +22.1% | -7.6% |
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