-9.3%
SMCI vs FIX
+125.7%
-135.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.3% | -2.1% |
| 7D | +5.2% | +3.5% | +1.7% | +3.2% |
| 30D | +23.7% | -3.5% | +27.3% | +25.6% |
| 3M | -4.2% | -11.8% | +7.6% | +3.3% |
| 6M | +21.7% | +17.8% | +3.9% | +15.0% |
| YTD | +33.0% | +73.3% | -40.3% | +7.9% |
| 1Y | -9.3% | +128.1% | -137.4% | -30.9% |
| All | -9.3% | +125.7% | -135.0% | -30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling