+1,008.2%
SMCI vs FIX
+2,166.5%
-1,158.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +0.2% |
| 7D | +9.7% | +6.1% | +3.6% | +5.7% |
| 30D | +29.3% | -2.7% | +32.0% | +30.7% |
| 3M | -8.5% | -10.9% | +2.5% | -1.2% |
| 6M | +28.6% | +29.0% | -0.4% | +10.7% |
| YTD | +37.5% | +76.9% | -39.3% | -4.6% |
| 1Y | +0.5% | +130.7% | -130.2% | -42.9% |
| 3Y | +43.4% | +790.7% | -747.2% | -69.3% |
| 5Y | +1,008.2% | +2,185.6% | -1,177.4% | +31.3% |
| All | +1,008.2% | +2,166.5% | -1,158.3% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling