+1,062.8%
SMCI vs FAST
+545.6%
+517.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -3.1% |
| 7D | -11.5% | +4.8% | -16.3% | -13.4% |
| 30D | -33.6% | +8.6% | -42.2% | -36.3% |
| 3M | -11.7% | +5.7% | -17.4% | -14.4% |
| 6M | -21.4% | +25.5% | -46.9% | -29.8% |
| YTD | -5.1% | +39.6% | -44.7% | -18.9% |
| 1Y | -30.9% | +35.5% | -66.3% | -40.1% |
| 3Y | +4.5% | +96.2% | -91.7% | -27.5% |
| 5Y | +534.2% | +110.2% | +424.0% | +319.5% |
| 10Y | +1,062.8% | +531.8% | +530.9% | +433.3% |
| All | +1,062.8% | +545.6% | +517.1% | +433.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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