+34.8%
SMCI vs FIVE
+48.7%
-13.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.4% | -1.6% | -3.1% |
| 7D | -1.3% | +0.6% | -1.8% | -1.4% |
| 30D | +18.3% | +3.0% | +15.3% | +16.7% |
| 3M | +27.7% | +23.2% | +4.5% | +17.5% |
| 6M | +17.6% | +9.2% | +8.4% | +13.1% |
| YTD | +27.7% | +28.1% | -0.4% | +15.7% |
| 1Y | -14.9% | +65.3% | -80.1% | -30.0% |
| All | +34.8% | +48.7% | -13.9% | -25.0% |
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