+1,745.9%
SMCI vs FIX
+5,928.8%
-4,182.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.3% | -2.3% |
| 7D | +5.2% | +3.5% | +1.7% | +3.4% |
| 30D | +23.7% | -3.5% | +27.3% | +25.5% |
| 3M | -4.2% | -11.8% | +7.6% | +2.7% |
| 6M | +21.7% | +17.8% | +3.9% | +13.8% |
| YTD | +33.0% | +73.3% | -40.3% | +1.2% |
| 1Y | -9.3% | +128.1% | -137.4% | -40.9% |
| 3Y | +38.7% | +772.7% | -733.9% | -53.5% |
| 5Y | +967.2% | +2,166.4% | -1,199.3% | +143.5% |
| 10Y | +1,745.9% | +6,034.5% | -4,288.6% | +193.2% |
| All | +1,745.9% | +5,928.8% | -4,182.9% | +193.2% |
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