-37.6%
SMCI vs RF
+25.4%
-63.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.5% | -7.2% | -6.1% |
| 7D | -17.3% | +2.3% | -19.6% | -17.9% |
| 30D | -31.5% | +7.2% | -38.7% | -33.0% |
| 3M | -6.6% | -8.2% | +1.6% | -3.6% |
| 6M | +6.0% | +7.0% | -1.0% | +0.9% |
| YTD | +1.1% | +10.3% | -9.2% | -6.9% |
| 1Y | -37.6% | +25.1% | -62.6% | -48.6% |
| All | -37.6% | +25.4% | -63.0% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 1y: compounded portfolio wealth divided by compounded RF 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…
1y analysis · Full analysis span regression · 6 months rolling