-2.7%
SMCI vs FIVE
+66.7%
-69.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.1% | -0.6% | +2.2% |
| 7D | +6.8% | +4.3% | +2.5% | +4.7% |
| 30D | +30.6% | +12.5% | +18.1% | +22.6% |
| 3M | -15.6% | +31.2% | -46.8% | -26.6% |
| 6M | +21.3% | +14.4% | +6.9% | +14.0% |
| YTD | +35.3% | +33.9% | +1.4% | +20.2% |
| 1Y | -2.7% | +65.1% | -67.8% | -20.2% |
| All | -2.7% | +66.7% | -69.4% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling