+19.0%
SMCI vs FIVE
+42.3%
-23.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.1% | +10.6% | +9.9% |
| 7D | +2.8% | -0.5% | +3.3% | +3.0% |
| 30D | -23.9% | +17.4% | -41.3% | -28.6% |
| 3M | -3.7% | +7.0% | -10.7% | -6.9% |
| 6M | -9.2% | +20.5% | -29.7% | -16.9% |
| YTD | +4.0% | +33.1% | -29.2% | -7.4% |
| 1Y | -21.6% | +67.1% | -88.7% | -35.7% |
| All | +19.0% | +42.3% | -23.3% | -30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling