+967.2%
SMCI vs FIVE
+35.6%
+931.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.7% | -0.6% | -2.3% |
| 7D | +5.2% | +1.7% | +3.6% | +4.6% |
| 30D | +23.7% | +5.0% | +18.7% | +21.3% |
| 3M | -4.2% | +29.5% | -33.7% | -13.3% |
| 6M | +21.7% | +12.4% | +9.3% | +16.1% |
| YTD | +33.0% | +31.2% | +1.8% | +20.0% |
| 1Y | -9.3% | +72.9% | -82.2% | -25.9% |
| 3Y | +38.7% | +53.0% | -14.3% | +4.0% |
| 5Y | +967.2% | +34.2% | +933.0% | +719.7% |
| All | +967.2% | +35.6% | +931.5% | +719.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling