+534.2%
SMCI vs FAST
+110.4%
+423.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -3.1% |
| 7D | -11.5% | +4.8% | -16.3% | -13.5% |
| 30D | -33.6% | +8.6% | -42.2% | -36.5% |
| 3M | -11.7% | +5.7% | -17.4% | -14.6% |
| 6M | -21.4% | +25.5% | -46.9% | -30.5% |
| YTD | -5.1% | +39.6% | -44.7% | -20.0% |
| 1Y | -30.9% | +35.5% | -66.3% | -40.9% |
| 3Y | +4.5% | +96.2% | -91.7% | -33.8% |
| 5Y | +534.2% | +110.2% | +424.0% | +275.2% |
| All | +534.2% | +110.4% | +423.8% | +275.2% |
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