+4,495.9%
SMCI vs FDS
+479.3%
+4,016.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.3% | +6.0% | +3.6% |
| 7D | +9.7% | -5.4% | +15.1% | +12.2% |
| 30D | +29.3% | +1.6% | +27.7% | +27.5% |
| 3M | -8.5% | +17.7% | -26.2% | -18.6% |
| 6M | +28.6% | +29.1% | -0.5% | +6.5% |
| YTD | +37.5% | +1.0% | +36.6% | +27.9% |
| 1Y | +0.5% | -21.6% | +22.2% | +5.0% |
| 3Y | +43.4% | -30.1% | +73.6% | +54.4% |
| 5Y | +1,008.2% | -20.7% | +1,028.9% | +993.5% |
| 10Y | +1,776.0% | +78.3% | +1,697.8% | +1,018.2% |
| All | +4,495.9% | +479.3% | +4,016.6% | +1,306.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling