-30.9%
SMCI vs FAST
+36.9%
-67.7%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -3.1% |
| 7D | -11.5% | +4.8% | -16.3% | -13.9% |
| 30D | -33.6% | +8.6% | -42.2% | -37.1% |
| 3M | -11.7% | +5.7% | -17.4% | -15.0% |
| 6M | -21.4% | +25.5% | -46.9% | -34.1% |
| YTD | -5.1% | +39.6% | -44.7% | -25.3% |
| 1Y | -30.9% | +35.5% | -66.3% | -44.7% |
| All | -30.9% | +36.9% | -67.7% | -44.7% |
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