+3,164.8%
SMCI vs RF
+49.4%
+3,115.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.7% | -1.1% |
| 7D | -6.0% | -0.1% | -5.9% | -6.0% |
| 30D | -31.7% | +7.0% | -38.7% | -33.0% |
| 3M | -8.1% | -7.0% | -1.1% | -6.5% |
| 6M | -19.1% | +6.8% | -25.9% | -20.8% |
| YTD | -2.3% | +9.9% | -12.2% | -5.2% |
| 1Y | -28.1% | +21.1% | -49.2% | -32.0% |
| 3Y | +8.0% | +119.6% | -111.7% | -13.5% |
| 5Y | +537.8% | +46.2% | +491.6% | +462.7% |
| 10Y | +1,119.6% | +261.5% | +858.1% | +732.6% |
| All | +3,164.8% | +49.4% | +3,115.5% | +2,002.4% |
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