+1,643.5%
SMCI vs F
+90.9%
+1,552.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.2% | -7.2% | -5.5% |
| 7D | -1.3% | -3.7% | +2.4% | +0.3% |
| 30D | +18.3% | -0.7% | +19.0% | +18.4% |
| 3M | +27.7% | -1.9% | +29.6% | +28.3% |
| 6M | +17.6% | +16.1% | +1.5% | +10.3% |
| YTD | +27.7% | +9.5% | +18.2% | +22.7% |
| 1Y | -14.9% | +27.2% | -42.1% | -24.1% |
| 3Y | +33.2% | +36.3% | -3.1% | +9.7% |
| 5Y | +921.6% | +49.3% | +872.3% | +692.9% |
| All | +1,643.5% | +90.9% | +1,552.5% | +938.3% |
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