+3,317.7%
SMCI vs SFM
+117.5%
+3,200.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.5% | +8.2% | +2.8% |
| 7D | +9.7% | -5.8% | +15.5% | +10.8% |
| 30D | +29.3% | -11.4% | +40.7% | +31.8% |
| 3M | -8.5% | -12.2% | +3.7% | -7.0% |
| 6M | +28.6% | -5.2% | +33.7% | +28.1% |
| YTD | +37.5% | -4.5% | +42.0% | +36.2% |
| 1Y | +0.5% | -45.4% | +45.9% | +10.1% |
| 3Y | +43.4% | +91.1% | -47.6% | +22.9% |
| 5Y | +1,008.2% | +226.8% | +781.4% | +731.8% |
| 10Y | +1,776.0% | +291.9% | +1,484.1% | +1,191.1% |
| All | +3,317.7% | +117.5% | +3,200.2% | +2,592.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling