+48.0%
SMCI vs DASH
+160.1%
-112.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.6% | +9.2% | +7.0% |
| 7D | +6.8% | -10.6% | +17.3% | +13.1% |
| 30D | +30.6% | +2.2% | +28.4% | +28.2% |
| 3M | -15.6% | +32.3% | -47.9% | -30.1% |
| 6M | +21.3% | +19.1% | +2.1% | +5.7% |
| YTD | +35.3% | -6.5% | +41.8% | +36.5% |
| 1Y | -2.7% | -14.9% | +12.2% | +3.0% |
| All | +48.0% | +160.1% | -112.1% | -22.7% |
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