+3,072.4%
SMCI vs FIX
+11,223.1%
-8,150.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.2% | -2.5% |
| 7D | -11.5% | -13.9% | +2.5% | -5.4% |
| 30D | -33.6% | -35.5% | +1.9% | -18.5% |
| 3M | -11.7% | -33.9% | +22.3% | +6.6% |
| 6M | -21.4% | -43.3% | +21.9% | +2.9% |
| YTD | -5.1% | +18.7% | -23.7% | -13.1% |
| 1Y | -30.9% | +13.8% | -44.6% | -35.5% |
| 3Y | +4.5% | +495.0% | -490.5% | -56.7% |
| 5Y | +534.2% | +1,049.0% | -514.9% | +96.0% |
| 10Y | +1,062.8% | +3,644.4% | -2,581.7% | +91.8% |
| All | +3,072.4% | +11,223.1% | -8,150.7% | +133.7% |
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