+44.6%
SMCI vs EFX
-12.2%
+56.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.6% | +6.7% | +7.1% |
| 7D | +1.3% | -4.5% | +5.8% | +3.0% |
| 30D | +6.6% | -6.1% | +12.7% | +8.4% |
| 3M | +25.4% | +6.2% | +19.2% | +18.0% |
| 6M | +26.1% | -11.2% | +37.4% | +29.6% |
| YTD | +37.0% | -21.4% | +58.4% | +48.0% |
| 1Y | -8.8% | -34.3% | +25.6% | +7.9% |
| 3Y | +44.6% | -12.5% | +57.1% | +45.6% |
| All | +44.6% | -12.2% | +56.8% | +45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling