+980.0%
SMCI vs FTV
-2.3%
+982.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.3% | +6.9% | +7.0% |
| 7D | +1.3% | -4.0% | +5.2% | +5.3% |
| 30D | +6.6% | -11.0% | +17.6% | +18.9% |
| 3M | +25.4% | -8.4% | +33.8% | +34.9% |
| 6M | +26.1% | -2.6% | +28.7% | +27.9% |
| YTD | +37.0% | -0.6% | +37.6% | +35.3% |
| 1Y | -8.8% | +11.0% | -19.7% | -20.2% |
| 3Y | +44.6% | -6.3% | +50.9% | +53.1% |
| All | +980.0% | -2.3% | +982.3% | +928.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling