-2.7%
SMCI vs FE
+11.4%
-14.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.6% | +5.1% | +4.6% |
| 7D | +6.8% | +1.9% | +4.8% | +6.4% |
| 30D | +30.6% | -1.2% | +31.7% | +30.9% |
| 3M | -15.6% | +3.5% | -19.1% | -15.6% |
| 6M | +21.3% | -6.1% | +27.3% | +27.4% |
| YTD | +35.3% | +7.6% | +27.6% | +38.3% |
| 1Y | -2.7% | +11.9% | -14.6% | +3.6% |
| All | -2.7% | +11.4% | -14.2% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 1y: compounded portfolio wealth divided by compounded FE 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…
1y analysis · Full analysis span regression · 6 months rolling