+34.8%
SMCI vs FTV
-5.5%
+40.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.7% | -1.8% |
| 7D | -1.3% | -5.2% | +3.9% | +3.7% |
| 30D | +18.3% | -11.5% | +29.8% | +32.3% |
| 3M | +27.7% | -9.0% | +36.7% | +37.9% |
| 6M | +17.6% | -2.0% | +19.6% | +18.3% |
| YTD | +27.7% | -0.9% | +28.6% | +26.0% |
| 1Y | -14.9% | +14.8% | -29.7% | -29.2% |
| All | +34.8% | -5.5% | +40.3% | +52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling