+4,495.9%
SMCI vs DD
+174.3%
+4,321.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +9.7% | -0.6% | +10.3% | +10.0% |
| 30D | +29.3% | -7.4% | +36.7% | +34.6% |
| 3M | -8.5% | -6.4% | -2.0% | -4.5% |
| 6M | +28.6% | -2.5% | +31.1% | +32.3% |
| YTD | +37.5% | +10.2% | +27.3% | +33.1% |
| 1Y | +0.5% | +36.9% | -36.4% | -13.7% |
| 3Y | +43.4% | +47.0% | -3.6% | +16.2% |
| 5Y | +1,008.2% | +63.1% | +945.0% | +752.9% |
| 10Y | +1,776.0% | +68.2% | +1,707.9% | +1,214.6% |
| All | +4,495.9% | +174.3% | +4,321.6% | +2,220.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling