+43.4%
SMCI vs FGI
-6.2%
+49.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.7% |
| 7D | +9.7% | +5.2% | +4.5% | +9.5% |
| 30D | +29.3% | +65.2% | -35.9% | +26.7% |
| 3M | -8.5% | +30.2% | -38.7% | -10.2% |
| 6M | +28.6% | +87.8% | -59.2% | +24.6% |
| YTD | +37.5% | +32.5% | +5.1% | +34.0% |
| 1Y | +0.5% | +93.6% | -93.0% | -2.0% |
| 3Y | +43.4% | -2.6% | +46.0% | +41.8% |
| All | +43.4% | -6.2% | +49.7% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 3y: compounded portfolio wealth divided by compounded FGI 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…
3y analysis · Full analysis span regression · 6 months rolling