+44.6%
SMCI vs FTI
+267.9%
-223.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.0% | +6.3% | +6.8% |
| 7D | +1.3% | -4.4% | +5.7% | +3.6% |
| 30D | +6.6% | +1.5% | +5.1% | +5.9% |
| 3M | +25.4% | +8.2% | +17.2% | +20.4% |
| 6M | +26.1% | +18.8% | +7.3% | +14.6% |
| YTD | +37.0% | +71.7% | -34.7% | +2.9% |
| 1Y | -8.8% | +90.0% | -98.8% | -35.5% |
| 3Y | +44.6% | +270.5% | -225.9% | -26.1% |
| All | +44.6% | +267.9% | -223.3% | -26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling