+3,373.7%
SMCI vs FIX
+11,793.3%
-8,419.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +5.0% | +4.5% | +7.0% |
| 7D | +2.8% | +6.4% | -3.6% | -0.5% |
| 30D | -23.9% | -29.1% | +5.2% | -10.7% |
| 3M | -3.7% | -31.1% | +27.4% | +14.0% |
| 6M | -9.2% | -42.8% | +33.6% | +18.7% |
| YTD | +4.0% | +24.6% | -20.7% | -7.0% |
| 1Y | -21.6% | +21.9% | -43.6% | -29.2% |
| 3Y | +14.4% | +524.9% | -510.5% | -53.6% |
| 5Y | +586.8% | +1,092.2% | -505.5% | +108.5% |
| 10Y | +1,093.3% | +3,759.0% | -2,665.7% | +94.0% |
| All | +3,373.7% | +11,793.3% | -8,419.6% | +150.1% |
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