+1,770.3%
SMCI vs FTI
+305.3%
+1,465.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.0% | +6.3% | +7.0% |
| 7D | +1.3% | -4.4% | +5.7% | +2.7% |
| 30D | +6.6% | +1.5% | +5.1% | +6.2% |
| 3M | +25.4% | +8.2% | +17.2% | +22.5% |
| 6M | +26.1% | +18.8% | +7.3% | +19.5% |
| YTD | +37.0% | +71.7% | -34.7% | +16.2% |
| 1Y | -8.8% | +90.0% | -98.8% | -25.3% |
| 3Y | +44.6% | +270.5% | -225.9% | -2.8% |
| 5Y | +995.9% | +1,084.5% | -88.6% | +425.3% |
| All | +1,770.3% | +305.3% | +1,465.1% | +926.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling