+4,419.4%
SMCI vs FFIV
+1,016.4%
+3,403.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.4% | +5.0% | +4.7% |
| 7D | +6.8% | -1.0% | +7.7% | +7.2% |
| 30D | +30.6% | -5.1% | +35.6% | +33.3% |
| 3M | -15.6% | -4.5% | -11.1% | -13.9% |
| 6M | +21.3% | +36.5% | -15.2% | +6.7% |
| YTD | +35.3% | +53.0% | -17.7% | +13.2% |
| 1Y | -2.7% | +24.2% | -26.9% | -12.1% |
| 3Y | +40.3% | +137.2% | -96.9% | -1.4% |
| 5Y | +941.8% | +91.8% | +850.1% | +692.2% |
| 10Y | +1,687.4% | +215.2% | +1,472.2% | +990.3% |
| All | +4,419.4% | +1,016.4% | +3,403.0% | +1,480.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling