-9.3%
SMCI vs FN
+12.8%
-22.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.5% |
| 7D | +5.2% | +5.8% | -0.6% | +2.5% |
| 30D | +23.7% | -20.6% | +44.4% | +35.9% |
| 3M | -4.2% | -28.6% | +24.4% | +9.3% |
| 6M | +21.7% | -20.7% | +42.4% | +32.0% |
| YTD | +33.0% | -8.1% | +41.1% | +35.2% |
| 1Y | -9.3% | +13.3% | -22.6% | -19.7% |
| All | -9.3% | +12.8% | -22.1% | -19.7% |
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