-37.6%
SMCI vs FN
-25.7%
-11.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -6.0% | +0.3% | -2.8% |
| 7D | -17.3% | -7.0% | -10.4% | -14.6% |
| 30D | -31.5% | -24.7% | -6.7% | -21.7% |
| 3M | -6.6% | -35.7% | +29.1% | +12.7% |
| 6M | +6.0% | -52.4% | +58.4% | +43.3% |
| YTD | +1.1% | -25.0% | +26.1% | +13.7% |
| 1Y | -37.6% | -25.7% | -11.9% | -30.3% |
| All | -37.6% | -25.7% | -11.8% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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