+34.8%
SMCI vs DD
+41.5%
-6.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.7% |
| 7D | -1.3% | -2.9% | +1.6% | +0.6% |
| 30D | +18.3% | -11.5% | +29.8% | +27.6% |
| 3M | +27.7% | -5.4% | +33.1% | +32.3% |
| 6M | +17.6% | -6.9% | +24.5% | +25.0% |
| YTD | +27.7% | +6.9% | +20.8% | +27.4% |
| 1Y | -14.9% | +35.6% | -50.5% | -25.0% |
| All | +34.8% | +41.5% | -6.7% | +20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling