-9.3%
SMCI vs FAST
+4.1%
-13.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -2.7% |
| 7D | +5.2% | +1.8% | +3.4% | +4.3% |
| 30D | +23.7% | -6.4% | +30.2% | +27.7% |
| 3M | -4.2% | +5.3% | -9.5% | -7.3% |
| 6M | +21.7% | +5.4% | +16.3% | +15.5% |
| YTD | +33.0% | +23.6% | +9.4% | +27.8% |
| 1Y | -9.3% | +4.1% | -13.4% | -17.0% |
| All | -9.3% | +4.1% | -13.4% | -17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling