+2,692.0%
SMCI vs FN
+3,620.5%
-928.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.1% | +1.4% | +3.4% |
| 7D | +6.8% | -1.7% | +8.4% | +7.4% |
| 30D | +30.6% | -22.0% | +52.6% | +41.7% |
| 3M | -15.6% | -43.0% | +27.4% | +2.7% |
| 6M | +21.3% | -27.7% | +49.0% | +34.5% |
| YTD | +35.3% | -10.5% | +45.8% | +37.1% |
| 1Y | -2.7% | +12.5% | -15.2% | -9.9% |
| 3Y | +40.3% | +153.8% | -113.5% | -0.5% |
| 5Y | +941.8% | +288.0% | +653.8% | +549.7% |
| 10Y | +1,687.4% | +906.4% | +780.9% | +749.1% |
| All | +2,692.0% | +3,620.5% | -928.6% | +1,664.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling