+2,981.1%
SMCI vs FE
+69.4%
+2,911.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -0.1% | -11.2% | -11.3% |
| 7D | -0.3% | -0.3% | 0.0% | -0.2% |
| 30D | -30.9% | +3.9% | -34.8% | -31.9% |
| 3M | -28.2% | -0.1% | -28.1% | -28.4% |
| 6M | -17.7% | +6.1% | -23.8% | -19.7% |
| YTD | -7.8% | +8.1% | -15.8% | -10.6% |
| 1Y | -28.8% | +4.4% | -33.2% | -30.2% |
| 3Y | +1.5% | +49.0% | -47.6% | -13.8% |
| 5Y | +517.8% | +46.1% | +471.6% | +419.2% |
| 10Y | +958.4% | +122.6% | +835.9% | +626.6% |
| All | +2,981.1% | +69.4% | +2,911.7% | +1,986.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling