+1,770.3%
SMCI vs FFIV
+249.4%
+1,521.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.3% | +4.0% | +5.4% |
| 7D | +1.3% | +5.4% | -4.2% | -1.8% |
| 30D | +6.6% | -2.7% | +9.3% | +8.0% |
| 3M | +25.4% | +4.5% | +20.9% | +21.6% |
| 6M | +26.1% | +42.2% | -16.1% | +3.2% |
| YTD | +37.0% | +61.3% | -24.3% | +3.8% |
| 1Y | -8.8% | +23.0% | -31.8% | -20.3% |
| 3Y | +44.6% | +156.3% | -111.7% | -15.3% |
| 5Y | +995.9% | +102.9% | +893.1% | +606.2% |
| All | +1,770.3% | +249.4% | +1,521.0% | +806.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling