-8.8%
SMCI vs FFIV
+26.0%
-34.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.3% | +4.0% | +5.7% |
| 7D | +1.3% | +5.4% | -4.2% | -1.2% |
| 30D | +6.6% | -2.7% | +9.3% | +7.8% |
| 3M | +25.4% | +4.5% | +20.9% | +22.5% |
| 6M | +26.1% | +42.2% | -16.1% | +10.3% |
| YTD | +37.0% | +61.3% | -24.3% | +18.5% |
| 1Y | -8.8% | +23.0% | -31.8% | -14.8% |
| All | -8.8% | +26.0% | -34.8% | -14.8% |
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