+1,008.2%
SMCI vs RF
+89.9%
+918.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.8% | +2.2% |
| 7D | +9.7% | +2.7% | +7.0% | +8.3% |
| 30D | +29.3% | -3.4% | +32.7% | +31.4% |
| 3M | -8.5% | +6.4% | -14.8% | -11.7% |
| 6M | +28.6% | +13.4% | +15.2% | +19.8% |
| YTD | +37.5% | +14.2% | +23.3% | +27.6% |
| 1Y | +0.5% | +15.7% | -15.2% | -7.6% |
| 3Y | +43.4% | +91.3% | -47.9% | -3.7% |
| 5Y | +1,008.2% | +89.8% | +918.4% | +644.2% |
| All | +1,008.2% | +89.9% | +918.2% | +644.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling