+2,967.4%
SMCI vs FDX
+360.2%
+2,607.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -2.0% | -1.2% |
| 7D | -6.6% | +5.2% | -11.8% | -8.8% |
| 30D | -24.9% | +11.3% | -36.2% | -28.9% |
| 3M | -31.4% | -4.1% | -27.3% | -30.4% |
| 6M | -16.0% | +9.6% | -25.7% | -19.4% |
| YTD | -8.2% | +40.9% | -49.1% | -22.1% |
| 1Y | -23.4% | +53.0% | -76.4% | -37.6% |
| 3Y | +5.0% | +74.1% | -69.0% | -23.7% |
| 5Y | +515.0% | +75.1% | +439.9% | +334.2% |
| 10Y | +953.7% | +156.9% | +796.8% | +445.9% |
| All | +2,967.4% | +360.2% | +2,607.2% | +836.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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