+1,770.3%
SMCI vs FERG
+351.3%
+1,419.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.7% | +6.6% | +7.0% |
| 7D | +1.3% | -2.6% | +3.9% | +2.2% |
| 30D | +6.6% | -8.9% | +15.5% | +10.0% |
| 3M | +25.4% | -2.0% | +27.5% | +26.2% |
| 6M | +26.1% | -3.2% | +29.3% | +28.0% |
| YTD | +37.0% | +1.5% | +35.5% | +37.2% |
| 1Y | -8.8% | +0.5% | -9.2% | -8.5% |
| 3Y | +44.6% | +50.4% | -5.8% | +31.0% |
| 5Y | +995.9% | +68.7% | +927.2% | +856.9% |
| All | +1,770.3% | +351.3% | +1,419.0% | +1,470.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 10y: compounded portfolio wealth divided by compounded FERG 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…
10y analysis · Full analysis span regression · 6 months rolling