+4,462.0%
SMCI vs FANG
+1,412.9%
+3,049.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.2% | +7.5% | +7.3% |
| 7D | +1.3% | +2.9% | -1.6% | +0.6% |
| 30D | +6.6% | +2.6% | +4.0% | +5.8% |
| 3M | +25.4% | +7.6% | +17.9% | +22.8% |
| 6M | +26.1% | +17.3% | +8.8% | +19.5% |
| YTD | +37.0% | +38.7% | -1.7% | +24.2% |
| 1Y | -8.8% | +51.6% | -60.4% | -19.2% |
| 3Y | +44.6% | +50.0% | -5.4% | +27.5% |
| 5Y | +995.9% | +237.6% | +758.4% | +688.1% |
| 10Y | +1,801.4% | +180.7% | +1,620.7% | +1,099.4% |
| All | +4,462.0% | +1,412.9% | +3,049.1% | +1,797.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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