+34.8%
SMCI vs ELF
-30.3%
+65.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.3% | +0.3% | -2.6% |
| 7D | -1.3% | -10.8% | +9.6% | +2.4% |
| 30D | +18.3% | +0.8% | +17.5% | +17.3% |
| 3M | +27.7% | +64.8% | -37.1% | +6.1% |
| 6M | +17.6% | +19.0% | -1.4% | +8.1% |
| YTD | +27.7% | +25.9% | +1.8% | +13.9% |
| 1Y | -14.9% | -28.8% | +13.9% | -10.2% |
| All | +34.8% | -30.3% | +65.1% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling