+4,419.4%
SMCI vs FIX
+16,387.5%
-11,968.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.9% | +2.6% | +3.6% |
| 7D | +6.8% | +6.0% | +0.7% | +3.8% |
| 30D | +30.6% | -7.2% | +37.8% | +34.9% |
| 3M | -15.6% | -15.9% | +0.3% | -7.5% |
| 6M | +21.3% | +12.7% | +8.5% | +15.8% |
| YTD | +35.3% | +72.8% | -37.5% | +4.2% |
| 1Y | -2.7% | +122.9% | -125.6% | -34.8% |
| 3Y | +40.3% | +774.3% | -734.0% | -51.5% |
| 5Y | +941.8% | +2,049.5% | -1,107.6% | +142.6% |
| 10Y | +1,687.4% | +5,821.5% | -4,134.1% | +137.2% |
| All | +4,419.4% | +16,387.5% | -11,968.1% | +180.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling