-2.7%
SMCI vs RF
+16.9%
-19.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.1% | +4.6% | +4.6% |
| 7D | +6.8% | +1.3% | +5.5% | +6.3% |
| 30D | +30.6% | -3.6% | +34.2% | +32.1% |
| 3M | -15.6% | +8.1% | -23.7% | -18.6% |
| 6M | +21.3% | +11.5% | +9.8% | +14.1% |
| YTD | +35.3% | +15.6% | +19.7% | +27.7% |
| 1Y | -2.7% | +15.7% | -18.4% | -11.2% |
| All | -2.7% | +16.9% | -19.6% | -11.2% |
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