-37.6%
SMCI vs FE
+6.1%
-43.6%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | 0.0% | -5.7% | -5.7% |
| 7D | -17.3% | +1.7% | -19.0% | -17.4% |
| 30D | -31.5% | +8.1% | -39.6% | -32.3% |
| 3M | -6.6% | -1.3% | -5.3% | -6.0% |
| 6M | +6.0% | +2.9% | +3.1% | +7.1% |
| YTD | +1.1% | +8.6% | -7.4% | +4.7% |
| 1Y | -37.6% | +6.3% | -43.9% | -33.7% |
| All | -37.6% | +6.1% | -43.6% | -33.7% |
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