+945.5%
SMCI vs F
+64.5%
+881.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -6.6% | -3.1% | -3.5% | -5.1% |
| 30D | -24.9% | 0.0% | -24.9% | -25.2% |
| 3M | -31.4% | -13.2% | -18.2% | -27.1% |
| 6M | -16.0% | -10.2% | -5.8% | -11.5% |
| YTD | -8.2% | -4.9% | -3.3% | -6.2% |
| 1Y | -23.4% | -6.1% | -17.3% | -21.2% |
| 3Y | +5.0% | +46.0% | -40.9% | -16.1% |
| 5Y | +515.0% | -15.7% | +530.7% | +507.9% |
| All | +945.5% | +64.5% | +881.1% | +578.7% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 10y: compounded portfolio wealth divided by compounded F 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…
10y analysis · Full analysis span regression · 6 months rolling