-9.3%
SMCI vs RF
+15.2%
-24.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.1% |
| 7D | +5.2% | -0.1% | +5.3% | +5.3% |
| 30D | +23.7% | -4.0% | +27.8% | +25.4% |
| 3M | -4.2% | +5.6% | -9.8% | -6.9% |
| 6M | +21.7% | +13.1% | +8.7% | +13.4% |
| YTD | +33.0% | +13.6% | +19.4% | +25.8% |
| 1Y | -9.3% | +16.0% | -25.2% | -17.2% |
| All | -9.3% | +15.2% | -24.5% | -17.2% |
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