+980.0%
SMCI vs FERG
+67.5%
+912.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.7% | +6.6% | +6.8% |
| 7D | +1.3% | -2.6% | +3.9% | +3.2% |
| 30D | +6.6% | -8.9% | +15.5% | +13.8% |
| 3M | +25.4% | -2.0% | +27.5% | +26.7% |
| 6M | +26.1% | -3.2% | +29.3% | +29.1% |
| YTD | +37.0% | +1.5% | +35.5% | +35.8% |
| 1Y | -8.8% | +0.5% | -9.2% | -9.9% |
| 3Y | +44.6% | +50.4% | -5.8% | +3.5% |
| All | +980.0% | +67.5% | +912.4% | +610.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling