+2,966.8%
SMCI vs FE
+71.2%
+2,895.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.5% | -0.8% |
| 7D | -6.6% | +1.2% | -7.8% | -7.0% |
| 30D | -24.9% | +4.5% | -29.4% | -26.2% |
| 3M | -31.4% | +1.3% | -32.7% | -31.9% |
| 6M | -16.0% | +8.7% | -24.7% | -18.8% |
| YTD | -8.2% | +9.2% | -17.4% | -11.3% |
| 1Y | -23.4% | +7.0% | -30.4% | -25.6% |
| 3Y | +5.0% | +51.4% | -46.4% | -11.2% |
| 5Y | +514.9% | +47.7% | +467.2% | +414.9% |
| 10Y | +953.5% | +125.0% | +828.6% | +620.7% |
| All | +2,966.8% | +71.2% | +2,895.6% | +1,969.3% |
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