-37.6%
SMCI vs DBX
+22.5%
-60.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.3% | -9.0% | -5.1% |
| 7D | -17.3% | -1.1% | -16.2% | -17.4% |
| 30D | -31.5% | +5.0% | -36.5% | -30.7% |
| 3M | -6.6% | +4.6% | -11.2% | -5.5% |
| 6M | +6.0% | +43.9% | -37.9% | +8.8% |
| YTD | +1.1% | +29.9% | -28.7% | +3.8% |
| 1Y | -37.6% | +24.6% | -62.2% | -35.9% |
| All | -37.6% | +22.5% | -60.1% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 1y: compounded portfolio wealth divided by compounded DBX 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…
1y analysis · Full analysis span regression · 6 months rolling