-2.1%
SMCI vs FN
-36.0%
+33.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +11.7% | -5.5% | -0.2% |
| 7D | -12.7% | 0.0% | -12.7% | -13.1% |
| 30D | -36.0% | -34.3% | -1.7% | -19.8% |
| 3M | -2.1% | -39.9% | +37.8% | +27.4% |
| All | -2.1% | -36.0% | +33.9% | +27.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling