+1,770.3%
SMCI vs DD
+66.6%
+1,703.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.3% | +7.5% | +7.4% |
| 7D | +1.3% | -3.5% | +4.8% | +3.4% |
| 30D | +6.6% | -11.7% | +18.3% | +14.4% |
| 3M | +25.4% | -9.2% | +34.7% | +32.4% |
| 6M | +26.1% | -7.2% | +33.3% | +33.8% |
| YTD | +37.0% | +6.6% | +30.4% | +35.0% |
| 1Y | -8.8% | +32.0% | -40.8% | -20.7% |
| 3Y | +44.6% | +42.1% | +2.5% | +17.6% |
| 5Y | +995.9% | +58.1% | +937.9% | +738.9% |
| All | +1,770.3% | +66.6% | +1,703.8% | +1,166.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling