+3,216.8%
SMCI vs FERG
+1,301.2%
+1,915.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.8% |
| 7D | -1.3% | -1.0% | -0.3% | -1.1% |
| 30D | +18.3% | -11.8% | +30.1% | +21.4% |
| 3M | +27.7% | -1.2% | +28.9% | +28.1% |
| 6M | +17.6% | -2.3% | +19.9% | +18.6% |
| YTD | +27.7% | +0.8% | +26.9% | +28.2% |
| 1Y | -14.9% | +0.5% | -15.4% | -14.6% |
| 3Y | +33.2% | +51.4% | -18.2% | +26.1% |
| 5Y | +921.6% | +67.5% | +854.1% | +848.6% |
| 10Y | +1,672.4% | +348.1% | +1,324.3% | +1,552.1% |
| All | +3,216.8% | +1,301.2% | +1,915.5% | +2,871.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling