+21.3%
SMCI vs FAST
+8.2%
+13.1%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.8% | +3.8% | +4.1% |
| 7D | +6.8% | -0.4% | +7.1% | +7.0% |
| 30D | +30.6% | -0.8% | +31.4% | +30.4% |
| 3M | -15.6% | +5.8% | -21.3% | -19.5% |
| 6M | +21.3% | +8.0% | +13.3% | +9.9% |
| All | +21.3% | +8.2% | +13.1% | +9.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling