+967.2%
SMCI vs FFIV
+100.0%
+867.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.9% | -7.2% | -6.0% |
| 7D | +5.2% | +3.5% | +1.8% | +2.5% |
| 30D | +23.7% | -1.3% | +25.1% | +24.6% |
| 3M | -4.2% | +2.4% | -6.6% | -6.4% |
| 6M | +21.7% | +41.8% | -20.1% | -5.8% |
| YTD | +33.0% | +58.5% | -25.5% | -5.9% |
| 1Y | -9.3% | +24.3% | -33.6% | -24.4% |
| 3Y | +38.7% | +152.0% | -113.3% | -33.2% |
| 5Y | +967.2% | +99.1% | +868.0% | +477.4% |
| All | +967.2% | +100.0% | +867.2% | +477.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling