-2.7%
SMCI vs USFR
+4.0%
-6.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | 0.0% | +4.5% | +5.1% |
| 7D | +6.8% | +0.1% | +6.7% | +8.4% |
| 30D | +30.6% | +0.3% | +30.3% | +41.7% |
| 3M | -15.6% | +1.0% | -16.6% | +12.9% |
| 6M | +21.3% | +1.9% | +19.3% | +71.9% |
| YTD | +35.3% | +2.6% | +32.6% | +62.0% |
| 1Y | -2.7% | +4.0% | -6.7% | -11.8% |
| All | -2.7% | +4.0% | -6.7% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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