+1,864.3%
SMCI vs FIVE
+848.8%
+1,015.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -1.4% | -9.9% | -10.9% |
| 7D | -0.3% | +2.4% | -2.8% | -1.1% |
| 30D | -30.9% | +15.8% | -46.8% | -34.1% |
| 3M | -28.2% | +3.8% | -32.0% | -29.6% |
| 6M | -17.7% | +18.5% | -36.2% | -22.9% |
| YTD | -7.8% | +31.2% | -39.0% | -15.8% |
| 1Y | -28.8% | +61.8% | -90.6% | -39.0% |
| 3Y | +1.5% | +39.9% | -38.4% | -16.1% |
| 5Y | +517.8% | +18.3% | +499.5% | +415.7% |
| 10Y | +958.4% | +510.0% | +448.5% | +464.9% |
| All | +1,864.3% | +848.8% | +1,015.5% | +855.6% |
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 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