+1,227.0%
SMCI vs DASH
+10.1%
+1,216.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.3% | +7.0% | +3.3% |
| 7D | +9.7% | -11.2% | +20.8% | +13.4% |
| 30D | +29.3% | -7.3% | +36.6% | +31.9% |
| 3M | -8.5% | +31.4% | -39.9% | -17.0% |
| 6M | +28.6% | +11.9% | +16.7% | +22.1% |
| YTD | +37.5% | -11.5% | +49.0% | +39.7% |
| 1Y | +0.5% | -20.0% | +20.6% | +4.9% |
| 3Y | +43.4% | +143.9% | -100.5% | +12.7% |
| 5Y | +1,008.2% | -0.2% | +1,008.4% | +785.7% |
| All | +1,227.0% | +10.1% | +1,216.8% | +941.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 10y: compounded portfolio wealth divided by compounded DASH 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…
10y analysis · Full analysis span regression · 6 months rolling