-2.7%
SMCI vs DD
+41.5%
-44.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.4% | +4.2% | +4.3% |
| 7D | +6.8% | -3.5% | +10.3% | +9.8% |
| 30D | +30.6% | -10.3% | +40.9% | +42.4% |
| 3M | -15.6% | -7.5% | -8.0% | -9.3% |
| 6M | +21.3% | -8.0% | +29.3% | +28.7% |
| YTD | +35.3% | +10.5% | +24.8% | +38.5% |
| 1Y | -2.7% | +38.3% | -41.0% | -0.4% |
| All | -2.7% | +41.5% | -44.2% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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