+2,781.4%
SMCI vs FIVE
+868.1%
+1,913.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.1% | -0.6% | +3.0% |
| 7D | +6.8% | +4.3% | +2.5% | +5.4% |
| 30D | +30.6% | +12.5% | +18.1% | +25.7% |
| 3M | -15.6% | +31.2% | -46.8% | -22.7% |
| 6M | +21.3% | +14.4% | +6.9% | +16.0% |
| YTD | +35.3% | +33.9% | +1.4% | +23.4% |
| 1Y | -2.7% | +65.1% | -67.8% | -16.9% |
| 3Y | +40.3% | +49.0% | -8.7% | +14.7% |
| 5Y | +941.8% | +30.3% | +911.5% | +750.7% |
| 10Y | +1,687.4% | +481.1% | +1,206.3% | +863.8% |
| All | +2,781.4% | +868.1% | +1,913.2% | +1,300.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling