+945.3%
SMCI vs FIVE
+504.2%
+441.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -6.6% | +2.7% | -9.2% | -7.4% |
| 30D | -24.9% | +12.7% | -37.6% | -28.1% |
| 3M | -31.4% | +2.1% | -33.5% | -32.5% |
| 6M | -16.0% | +17.5% | -33.5% | -21.7% |
| YTD | -8.2% | +31.0% | -39.2% | -17.0% |
| 1Y | -23.4% | +67.7% | -91.2% | -36.3% |
| 3Y | +5.0% | +43.4% | -38.4% | -16.1% |
| 5Y | +514.9% | +18.1% | +496.8% | +400.4% |
| All | +945.3% | +504.2% | +441.2% | +423.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling