-37.6%
SMCI vs F
+2.7%
-40.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.9% | -8.6% | -7.5% |
| 7D | -17.3% | +6.0% | -23.4% | -20.7% |
| 30D | -31.5% | +4.3% | -35.7% | -33.8% |
| 3M | -6.6% | -10.1% | +3.5% | -0.3% |
| 6M | +6.0% | +12.8% | -6.8% | +0.6% |
| YTD | +1.1% | -0.1% | +1.2% | -0.2% |
| 1Y | -37.6% | +3.7% | -41.2% | -39.6% |
| All | -37.6% | +2.7% | -40.3% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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