+1,008.2%
SMCI vs F
+47.2%
+961.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.2% | +5.9% | +3.8% |
| 7D | +9.7% | +1.2% | +8.5% | +8.9% |
| 30D | +29.3% | +1.2% | +28.1% | +28.3% |
| 3M | -8.5% | -5.7% | -2.8% | -5.4% |
| 6M | +28.6% | +17.9% | +10.6% | +19.2% |
| YTD | +37.5% | +10.4% | +27.1% | +31.4% |
| 1Y | +0.5% | +25.3% | -24.8% | -10.5% |
| 3Y | +43.4% | +37.5% | +6.0% | +14.7% |
| 5Y | +1,008.2% | +46.5% | +961.7% | +800.5% |
| All | +1,008.2% | +47.2% | +961.0% | +800.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling