+13.9%
SMCI vs FN
+101.0%
-87.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +11.7% | -5.5% | -0.6% |
| 7D | -12.7% | 0.0% | -12.7% | -13.6% |
| 30D | -36.0% | -34.3% | -1.7% | -19.1% |
| 3M | -2.1% | -39.9% | +37.8% | +27.5% |
| 6M | -17.0% | -51.8% | +34.8% | +19.5% |
| YTD | -1.7% | -28.1% | +26.4% | +6.8% |
| 1Y | -28.7% | -29.1% | +0.4% | -22.9% |
| 3Y | +13.9% | +102.4% | -88.6% | -55.9% |
| All | +13.9% | +101.0% | -87.1% | -55.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling