+1,770.3%
SMCI vs SFM
+271.4%
+1,498.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.8% | +6.5% | +7.2% |
| 7D | +1.3% | -10.6% | +11.9% | +3.1% |
| 30D | +6.6% | -15.5% | +22.1% | +9.3% |
| 3M | +25.4% | -17.4% | +42.9% | +28.8% |
| 6M | +26.1% | -3.4% | +29.6% | +25.2% |
| YTD | +37.0% | -8.7% | +45.7% | +36.8% |
| 1Y | -8.8% | -47.2% | +38.4% | 0.0% |
| 3Y | +44.6% | +82.7% | -38.1% | +27.3% |
| 5Y | +995.9% | +214.3% | +781.6% | +754.2% |
| All | +1,770.3% | +271.4% | +1,498.9% | +1,265.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling