-2.7%
SMCI vs F
+31.3%
-34.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.5% | +3.1% | +3.7% |
| 7D | +6.8% | +5.3% | +1.4% | +3.7% |
| 30D | +30.6% | +4.6% | +26.0% | +27.2% |
| 3M | -15.6% | -3.7% | -11.9% | -13.5% |
| 6M | +21.3% | +16.8% | +4.4% | +13.4% |
| YTD | +35.3% | +15.3% | +20.0% | +27.4% |
| 1Y | -2.7% | +31.0% | -33.7% | -8.6% |
| All | -2.7% | +31.3% | -34.1% | -8.6% |
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