+1,119.6%
SMCI vs FN
+837.6%
+282.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +11.9% | -12.4% | -6.2% |
| 7D | -6.0% | +16.3% | -22.3% | -13.6% |
| 30D | -31.7% | -24.7% | -6.9% | -22.8% |
| 3M | -8.1% | -34.9% | +26.8% | +9.5% |
| 6M | -19.1% | -41.1% | +22.0% | -0.9% |
| YTD | -2.3% | -19.6% | +17.3% | +1.7% |
| 1Y | -28.1% | -18.5% | -9.5% | -26.1% |
| 3Y | +8.0% | +119.1% | -111.2% | -30.7% |
| 5Y | +537.8% | +206.9% | +330.9% | +253.0% |
| 10Y | +1,119.6% | +826.4% | +293.2% | +404.5% |
| All | +1,119.6% | +837.6% | +282.0% | +404.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling