-2.7%
SMCI vs ELF
-17.5%
+14.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.1% | +2.4% | +4.1% |
| 7D | +6.8% | +5.4% | +1.4% | +5.6% |
| 30D | +30.6% | +27.0% | +3.6% | +23.3% |
| 3M | -15.6% | +113.2% | -128.8% | -31.0% |
| 6M | +21.3% | +36.6% | -15.3% | +12.1% |
| YTD | +35.3% | +44.2% | -9.0% | +22.9% |
| 1Y | -2.7% | -18.0% | +15.3% | +2.0% |
| All | -2.7% | -17.5% | +14.8% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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