+4,419.4%
SMCI vs RF
+57.0%
+4,362.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.1% | +4.6% | +4.6% |
| 7D | +6.8% | +1.3% | +5.5% | +6.4% |
| 30D | +30.6% | -3.6% | +34.2% | +31.8% |
| 3M | -15.6% | +8.1% | -23.7% | -17.5% |
| 6M | +21.3% | +11.5% | +9.8% | +17.4% |
| YTD | +35.3% | +15.6% | +19.7% | +29.7% |
| 1Y | -2.7% | +15.7% | -18.4% | -6.9% |
| 3Y | +40.3% | +86.9% | -46.6% | +17.0% |
| 5Y | +941.8% | +89.8% | +852.0% | +762.7% |
| 10Y | +1,687.4% | +344.7% | +1,342.7% | +1,065.6% |
| All | +4,419.4% | +57.0% | +4,362.4% | +2,777.1% |
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