+945.5%
SMCI vs FIX
+3,564.5%
-2,619.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +0.9% | +0.3% |
| 7D | -6.6% | +9.4% | -16.0% | -11.0% |
| 30D | -24.9% | -27.8% | +2.9% | -11.8% |
| 3M | -31.4% | -35.6% | +4.2% | -15.0% |
| 6M | -16.0% | -45.2% | +29.2% | +14.3% |
| YTD | -8.2% | +19.5% | -27.7% | -16.2% |
| 1Y | -23.4% | +24.2% | -47.7% | -31.7% |
| 3Y | +5.0% | +494.2% | -489.1% | -57.9% |
| 5Y | +515.0% | +1,036.1% | -521.1% | +86.1% |
| All | +945.5% | +3,564.5% | -2,619.0% | +104.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 10y: compounded portfolio wealth divided by compounded FIX 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…
10y analysis · Full analysis span regression · 6 months rolling