+945.5%
SMCI vs FN
+700.1%
+245.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.3% | +6.9% | +3.0% |
| 7D | -6.6% | +0.3% | -6.8% | -7.0% |
| 30D | -24.9% | -16.5% | -8.4% | -19.1% |
| 3M | -31.4% | -42.1% | +10.7% | -13.7% |
| 6M | -16.0% | -52.9% | +36.8% | +15.1% |
| YTD | -8.2% | -28.0% | +19.8% | +0.8% |
| 1Y | -23.4% | -18.5% | -4.9% | -21.2% |
| 3Y | +5.0% | +93.9% | -88.8% | -28.4% |
| 5Y | +515.0% | +170.5% | +344.5% | +261.3% |
| All | +945.5% | +700.1% | +245.4% | +365.9% |
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