+1,667.3%
SMCI vs ELF
+334.6%
+1,332.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.9% | +6.6% | +3.1% |
| 7D | +9.7% | -1.2% | +10.8% | +10.0% |
| 30D | +29.3% | +5.9% | +23.4% | +26.4% |
| 3M | -8.5% | +99.5% | -108.0% | -27.4% |
| 6M | +28.6% | +26.5% | +2.1% | +16.6% |
| YTD | +37.5% | +37.2% | +0.4% | +20.9% |
| 1Y | +0.5% | -24.4% | +25.0% | +2.9% |
| 3Y | +43.4% | -23.3% | +66.8% | +36.3% |
| 5Y | +1,008.2% | +245.2% | +763.0% | +605.0% |
| All | +1,667.3% | +334.6% | +1,332.7% | +855.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling