+1,590.2%
SMCI vs FTV
+89.3%
+1,500.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.4% | +2.3% |
| 7D | +9.7% | -0.4% | +10.1% | +9.9% |
| 30D | +29.3% | -8.3% | +37.6% | +37.6% |
| 3M | -8.5% | -7.4% | -1.1% | -2.9% |
| 6M | +28.6% | -1.2% | +29.8% | +29.1% |
| YTD | +37.5% | +2.7% | +34.9% | +33.9% |
| 1Y | +0.5% | +18.4% | -17.9% | -12.7% |
| 3Y | +43.4% | -2.0% | +45.5% | +46.8% |
| 5Y | +1,008.2% | +3.4% | +1,004.8% | +985.2% |
| 10Y | +1,776.0% | +78.5% | +1,697.6% | +1,170.5% |
| All | +1,590.2% | +89.3% | +1,500.8% | +1,061.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling