-2.7%
SMCI vs FTV
+21.5%
-24.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.1% | +5.6% | +5.2% |
| 7D | +6.8% | -4.6% | +11.4% | +9.7% |
| 30D | +30.6% | -7.2% | +37.7% | +36.3% |
| 3M | -15.6% | -7.3% | -8.3% | -10.7% |
| 6M | +21.3% | -1.6% | +22.9% | +22.4% |
| YTD | +35.3% | +3.3% | +31.9% | +30.9% |
| 1Y | -2.7% | +20.2% | -22.9% | -11.2% |
| All | -2.7% | +21.5% | -24.3% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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