+980.0%
SMCI vs DD
+56.1%
+923.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.3% | +7.5% | +7.5% |
| 7D | +1.3% | -3.5% | +4.8% | +3.8% |
| 30D | +6.6% | -11.7% | +18.3% | +16.1% |
| 3M | +25.4% | -9.2% | +34.7% | +33.8% |
| 6M | +26.1% | -7.2% | +33.3% | +35.2% |
| YTD | +37.0% | +6.6% | +30.4% | +34.7% |
| 1Y | -8.8% | +32.0% | -40.8% | -22.5% |
| 3Y | +44.6% | +42.1% | +2.5% | +13.0% |
| All | +980.0% | +56.1% | +923.9% | +683.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling