+2,981.1%
SMCI vs RF
+47.2%
+2,933.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -0.5% | -10.9% | -11.2% |
| 7D | -0.3% | +0.4% | -0.7% | -0.4% |
| 30D | -30.9% | +5.6% | -36.5% | -32.0% |
| 3M | -28.2% | -8.9% | -19.4% | -26.6% |
| 6M | -17.7% | +7.1% | -24.8% | -19.5% |
| YTD | -7.8% | +8.3% | -16.1% | -10.2% |
| 1Y | -28.8% | +16.8% | -45.6% | -32.0% |
| 3Y | +1.5% | +115.0% | -113.6% | -18.3% |
| 5Y | +517.8% | +46.4% | +471.4% | +445.0% |
| 10Y | +958.4% | +230.2% | +728.2% | +637.3% |
| All | +2,981.1% | +47.2% | +2,933.9% | +1,892.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling