+4,419.4%
SMCI vs D
+232.6%
+4,186.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.4% | +5.0% | +4.7% |
| 7D | +6.8% | +1.5% | +5.3% | +6.3% |
| 30D | +30.6% | -2.6% | +33.2% | +31.7% |
| 3M | -15.6% | 0.0% | -15.6% | -15.8% |
| 6M | +21.3% | +7.4% | +13.9% | +18.1% |
| YTD | +35.3% | +15.9% | +19.4% | +28.5% |
| 1Y | -2.7% | +18.1% | -20.8% | -8.6% |
| 3Y | +40.3% | +58.4% | -18.1% | +12.1% |
| 5Y | +941.8% | +5.2% | +936.6% | +878.2% |
| 10Y | +1,687.4% | +35.9% | +1,651.5% | +1,272.4% |
| All | +4,419.4% | +232.6% | +4,186.8% | +1,725.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling