-28.8%
SMCI vs FN
-20.4%
-8.4%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +11.9% | -12.4% | -6.4% |
| 7D | -6.0% | +16.3% | -22.3% | -14.0% |
| 30D | -31.7% | -24.7% | -6.9% | -22.2% |
| 3M | -8.1% | -34.9% | +26.8% | +10.0% |
| 6M | -19.1% | -41.1% | +22.0% | -1.1% |
| YTD | -2.3% | -19.6% | +17.3% | +4.2% |
| All | -28.8% | -20.4% | -8.4% | -24.4% |
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