+980.0%
SMCI vs FDS
-29.0%
+1,009.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.2% | +8.5% | +7.4% |
| 7D | +1.3% | -14.0% | +15.3% | +3.0% |
| 30D | +6.6% | -6.2% | +12.8% | +7.2% |
| 3M | +25.4% | +10.2% | +15.3% | +22.0% |
| 6M | +26.1% | +27.4% | -1.3% | +16.0% |
| YTD | +37.0% | -9.3% | +46.3% | +39.9% |
| 1Y | -8.8% | -28.6% | +19.9% | +1.0% |
| 3Y | +44.6% | -36.8% | +81.4% | +61.1% |
| All | +980.0% | -29.0% | +1,009.0% | +1,156.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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