-37.6%
SMCI vs FFIV
+33.5%
-71.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.4% | -5.3% | -5.5% |
| 7D | -17.3% | -9.8% | -7.5% | -13.5% |
| 30D | -31.5% | -28.1% | -3.4% | -22.1% |
| 3M | -6.6% | -20.0% | +13.4% | -0.4% |
| 6M | +6.0% | -0.1% | +6.1% | +0.8% |
| YTD | +1.1% | +29.2% | -28.0% | -11.3% |
| 1Y | -37.6% | +36.6% | -74.2% | -45.2% |
| All | -37.6% | +33.5% | -71.1% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling