-28.8%
SMCI vs FE
+4.7%
-33.5%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -0.1% | -11.2% | -11.3% |
| 7D | -0.3% | -0.3% | 0.0% | -0.3% |
| 30D | -30.9% | +3.9% | -34.8% | -31.1% |
| 3M | -28.2% | -0.1% | -28.1% | -27.9% |
| 6M | -17.7% | +6.1% | -23.8% | -17.7% |
| YTD | -7.8% | +8.1% | -15.8% | -2.2% |
| 1Y | -28.8% | +4.4% | -33.2% | -22.0% |
| All | -28.8% | +4.7% | -33.5% | -22.0% |
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