+21.7%
SMCI vs FERG
-0.2%
+21.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -2.2% |
| 7D | +5.2% | +0.9% | +4.3% | +4.6% |
| 30D | +23.7% | -15.1% | +38.8% | +40.7% |
| 3M | -4.2% | -4.8% | +0.6% | -0.7% |
| 6M | +21.7% | -2.5% | +24.2% | +20.7% |
| All | +21.7% | -0.2% | +21.9% | +20.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling