+5.0%
SMCI vs DASH
+97.8%
-92.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | -6.6% | -4.5% | -2.0% | -4.1% |
| 30D | -24.9% | -6.8% | -18.1% | -23.2% |
| 3M | -31.4% | -20.7% | -10.7% | -23.9% |
| 6M | -16.0% | +15.1% | -31.1% | -28.6% |
| YTD | -8.2% | -24.3% | +16.1% | +2.5% |
| 1Y | -23.4% | -12.1% | -11.3% | -24.7% |
| 3Y | +5.0% | +91.1% | -86.0% | -61.4% |
| All | +5.0% | +97.8% | -92.8% | -61.4% |
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