-37.6%
SMCI vs FRMI
-93.1%
+55.6%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -10.6% | +4.9% | -3.3% |
| 7D | -17.3% | -39.7% | +22.4% | -7.8% |
| 30D | -31.5% | -55.2% | +23.7% | -19.1% |
| 3M | -6.6% | -71.2% | +64.6% | +19.9% |
| 6M | +6.0% | -64.1% | +70.1% | +22.5% |
| YTD | +1.1% | -77.2% | +78.4% | +27.8% |
| 1Y | -37.6% | -93.2% | +55.6% | +1.7% |
| All | -37.6% | -93.1% | +55.6% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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