-37.6%
SMCI vs SFM
-35.8%
-1.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.6% | -9.3% | -5.4% |
| 7D | -17.3% | -12.3% | -5.1% | -17.2% |
| 30D | -31.5% | -16.2% | -15.3% | -31.6% |
| 3M | -6.6% | -36.8% | +30.2% | -8.0% |
| 6M | +6.0% | -32.6% | +38.6% | +4.0% |
| YTD | +1.1% | -31.7% | +32.8% | -1.3% |
| 1Y | -37.6% | -35.0% | -2.6% | -38.1% |
| All | -37.6% | -35.8% | -1.7% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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