+1,008.2%
SMCI vs FAST
+108.2%
+900.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | +9.7% | +1.3% | +8.4% | +9.0% |
| 30D | +29.3% | -4.7% | +34.1% | +32.3% |
| 3M | -8.5% | +7.9% | -16.4% | -12.2% |
| 6M | +28.6% | +7.4% | +21.1% | +23.4% |
| YTD | +37.5% | +25.1% | +12.5% | +23.1% |
| 1Y | +0.5% | +4.7% | -4.1% | -2.6% |
| 3Y | +43.4% | +94.7% | -51.2% | -9.8% |
| 5Y | +1,008.2% | +106.8% | +901.4% | +596.0% |
| All | +1,008.2% | +108.2% | +900.0% | +596.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling