+945.5%
SMCI vs RF
+223.4%
+722.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.7% | -1.0% |
| 7D | -6.6% | +1.9% | -8.5% | -7.3% |
| 30D | -24.9% | +7.3% | -32.2% | -27.2% |
| 3M | -31.4% | -7.9% | -23.5% | -29.1% |
| 6M | -16.0% | +10.5% | -26.6% | -20.1% |
| YTD | -8.2% | +9.6% | -17.8% | -12.7% |
| 1Y | -23.4% | +20.3% | -43.7% | -30.0% |
| 3Y | +5.0% | +119.5% | -114.5% | -28.2% |
| 5Y | +515.0% | +48.2% | +466.8% | +387.5% |
| All | +945.5% | +223.4% | +722.2% | +449.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling