+1,770.3%
SMCI vs USFR
+28.1%
+1,742.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.1% | +7.2% | +7.3% |
| 7D | +1.3% | +0.1% | +1.1% | +1.3% |
| 30D | +6.6% | +0.4% | +6.3% | +6.7% |
| 3M | +25.4% | +1.0% | +24.4% | +25.7% |
| 6M | +26.1% | +2.0% | +24.2% | +26.4% |
| YTD | +37.0% | +2.8% | +34.2% | +37.1% |
| 1Y | -8.8% | +4.1% | -12.8% | -9.0% |
| 3Y | +44.6% | +14.1% | +30.4% | +42.2% |
| 5Y | +995.9% | +20.6% | +975.3% | +952.1% |
| All | +1,770.3% | +28.1% | +1,742.2% | +1,579.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling