+28.3%
SMCI vs FPS
+20.6%
+7.8%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.5% | +2.1% | +3.2% |
| 7D | +6.8% | +3.1% | +3.6% | +4.9% |
| 30D | +30.6% | -18.6% | +49.1% | +46.1% |
| 3M | -15.6% | -51.5% | +35.9% | +24.8% |
| 6M | +21.3% | -8.5% | +29.8% | +30.7% |
| All | +28.3% | +20.6% | +7.8% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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