+534.2%
SMCI vs F
-14.7%
+548.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.5% |
| 7D | -11.5% | +1.0% | -12.4% | -12.0% |
| 30D | -33.6% | +2.1% | -35.7% | -34.7% |
| 3M | -11.7% | -10.3% | -1.4% | -7.4% |
| 6M | -21.4% | +3.3% | -24.7% | -22.8% |
| YTD | -5.1% | -2.0% | -3.1% | -4.3% |
| 1Y | -30.9% | -2.3% | -28.6% | -30.1% |
| 3Y | +4.5% | +49.9% | -45.4% | -21.3% |
| 5Y | +534.2% | -12.5% | +546.6% | +530.6% |
| All | +534.2% | -14.7% | +548.9% | +530.6% |
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