+1,928.2%
SMCI vs FN
+2,887.5%
-959.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +11.7% | -5.5% | +1.9% |
| 7D | -12.7% | 0.0% | -12.7% | -13.1% |
| 30D | -36.0% | -34.3% | -1.7% | -25.5% |
| 3M | -2.1% | -39.9% | +37.8% | +16.6% |
| 6M | -17.0% | -51.8% | +34.8% | +5.8% |
| YTD | -1.7% | -28.1% | +26.4% | +7.6% |
| 1Y | -28.7% | -29.1% | +0.4% | -21.9% |
| 3Y | +13.9% | +102.4% | -88.6% | -12.8% |
| 5Y | +517.4% | +171.7% | +345.8% | +330.1% |
| 10Y | +1,204.3% | +773.5% | +430.8% | +560.4% |
| All | +1,928.2% | +2,887.5% | -959.3% | +1,284.2% |
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