+5.0%
SMCI vs D
+73.4%
-68.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.7% | -0.4% |
| 7D | -6.6% | -1.4% | -5.2% | -7.0% |
| 30D | -24.9% | +7.7% | -32.6% | -22.8% |
| 3M | -31.4% | -0.3% | -31.1% | -31.0% |
| 6M | -16.0% | +10.1% | -26.1% | -12.8% |
| YTD | -8.2% | +19.1% | -27.3% | -1.9% |
| 1Y | -23.4% | +15.9% | -39.3% | -18.9% |
| 3Y | +5.0% | +75.0% | -70.0% | +17.0% |
| All | +5.0% | +73.4% | -68.3% | +17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling