+625.0%
SMCI vs FGI
-70.0%
+695.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.6% |
| 7D | -6.0% | -1.4% | -4.7% | -6.0% |
| 30D | -31.7% | -3.2% | -28.5% | -31.6% |
| 3M | -8.1% | +64.1% | -72.2% | -11.0% |
| 6M | -19.1% | +17.2% | -36.3% | -21.2% |
| YTD | -2.3% | +31.6% | -33.9% | -6.3% |
| 1Y | -28.1% | +45.1% | -73.1% | -31.4% |
| 3Y | +8.0% | -2.0% | +9.9% | +3.1% |
| All | +625.0% | -70.0% | +695.0% | +619.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling