+8.0%
SMCI vs DASH
+105.9%
-97.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.9% |
| 7D | -6.0% | -4.8% | -1.3% | -4.1% |
| 30D | -31.7% | -7.9% | -23.8% | -29.5% |
| 3M | -8.1% | -16.3% | +8.2% | -1.2% |
| 6M | -19.1% | +10.4% | -29.5% | -28.7% |
| YTD | -2.3% | -20.1% | +17.8% | +5.8% |
| 1Y | -28.1% | -11.4% | -16.6% | -28.7% |
| 3Y | +8.0% | +114.1% | -106.1% | -61.2% |
| All | +8.0% | +105.9% | -97.9% | -61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling