+4,167.1%
SMCI vs EFX
+457.3%
+3,709.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -1.3% | -11.1% | +9.8% | +4.8% |
| 30D | +18.3% | -7.4% | +25.7% | +22.1% |
| 3M | +27.7% | +1.5% | +26.2% | +21.6% |
| 6M | +17.6% | -13.7% | +31.3% | +22.9% |
| YTD | +27.7% | -21.9% | +49.6% | +39.4% |
| 1Y | -14.9% | -30.8% | +15.9% | -1.4% |
| 3Y | +33.2% | -12.4% | +45.6% | +30.6% |
| 5Y | +921.6% | -35.9% | +957.5% | +1,067.6% |
| 10Y | +1,672.4% | +41.0% | +1,631.4% | +1,023.7% |
| All | +4,167.1% | +457.3% | +3,709.8% | +578.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling