+2,967.4%
SMCI vs FDS
+566.9%
+2,400.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.6% |
| 7D | -6.6% | +1.5% | -8.0% | -7.0% |
| 30D | -24.9% | +14.8% | -39.7% | -29.9% |
| 3M | -31.4% | +16.3% | -47.7% | -37.2% |
| 6M | -16.0% | +66.2% | -82.3% | -38.2% |
| YTD | -8.2% | +16.2% | -24.4% | -21.1% |
| 1Y | -23.4% | +21.8% | -45.3% | -36.1% |
| 3Y | +5.0% | -23.9% | +28.9% | +7.7% |
| 5Y | +515.0% | -23.1% | +538.1% | +519.3% |
| 10Y | +953.7% | +128.7% | +825.0% | +446.5% |
| All | +2,967.4% | +566.9% | +2,400.5% | +767.7% |
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