+1,826.3%
SMCI vs USFR
+27.6%
+1,798.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | +5.2% | +0.1% | +5.2% | +5.2% |
| 30D | +23.7% | +0.3% | +23.5% | +23.9% |
| 3M | -4.2% | +1.0% | -5.2% | -3.9% |
| 6M | +21.7% | +1.9% | +19.8% | +22.5% |
| YTD | +33.0% | +2.7% | +30.3% | +34.1% |
| 1Y | -9.3% | +4.0% | -13.3% | -8.2% |
| 3Y | +38.7% | +14.0% | +24.7% | +44.1% |
| 5Y | +967.2% | +20.4% | +946.7% | +1,023.8% |
| 10Y | +1,745.9% | +28.0% | +1,717.9% | +1,871.6% |
| All | +1,826.3% | +27.6% | +1,798.7% | +1,893.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling