-2.7%
SMCI vs D
+15.7%
-18.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.4% | +6.0% | +4.6% |
| 7D | +6.8% | +0.4% | +6.3% | +6.7% |
| 30D | +30.6% | -3.6% | +34.1% | +30.8% |
| 3M | -15.6% | -1.0% | -14.6% | -15.3% |
| 6M | +21.3% | +6.3% | +15.0% | +19.2% |
| YTD | +35.3% | +14.7% | +20.5% | +36.4% |
| 1Y | -2.7% | +16.9% | -19.7% | -1.2% |
| All | -2.7% | +15.7% | -18.4% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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