+3,373.7%
SMCI vs FAST
+1,924.0%
+1,449.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.2% | +8.3% | +8.9% |
| 7D | +2.8% | +4.3% | -1.5% | +0.8% |
| 30D | -23.9% | +8.3% | -32.2% | -27.0% |
| 3M | -3.7% | +6.5% | -10.2% | -7.1% |
| 6M | -9.2% | +29.5% | -38.7% | -20.5% |
| YTD | +4.0% | +41.3% | -37.3% | -12.5% |
| 1Y | -21.6% | +37.4% | -59.0% | -33.1% |
| 3Y | +14.4% | +98.5% | -84.1% | -21.7% |
| 5Y | +586.8% | +111.1% | +475.6% | +351.5% |
| 10Y | +1,093.3% | +548.6% | +544.8% | +331.0% |
| All | +3,373.7% | +1,924.0% | +1,449.7% | +604.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling