+5.0%
SMCI vs FE
+50.7%
-45.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.3% |
| 7D | -6.6% | +1.2% | -7.8% | -6.4% |
| 30D | -24.9% | +4.5% | -29.4% | -24.4% |
| 3M | -31.4% | +1.3% | -32.7% | -31.1% |
| 6M | -16.0% | +8.7% | -24.7% | -14.8% |
| YTD | -8.2% | +9.2% | -17.4% | -5.8% |
| 1Y | -23.4% | +7.0% | -30.4% | -21.6% |
| 3Y | +5.0% | +51.4% | -46.3% | +2.2% |
| All | +5.0% | +50.7% | -45.6% | +2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling