-23.4%
SMCI vs FIX
+15.7%
-39.2%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +0.9% | +0.4% |
| 7D | -6.6% | +9.4% | -16.0% | -11.8% |
| 30D | -24.9% | -27.8% | +2.9% | -8.4% |
| 3M | -31.4% | -35.6% | +4.2% | -10.7% |
| 6M | -16.0% | -45.2% | +29.2% | +21.8% |
| YTD | -8.2% | +19.5% | -27.7% | -12.7% |
| 1Y | -23.4% | +24.2% | -47.7% | -29.0% |
| All | -23.4% | +15.7% | -39.2% | -29.0% |
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