-2.7%
SMCI vs DE
+49.4%
-52.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.1% | +4.7% | +4.6% |
| 7D | +6.8% | +10.0% | -3.3% | +1.7% |
| 30D | +30.6% | +13.3% | +17.3% | +21.9% |
| 3M | -15.6% | +17.5% | -33.1% | -22.5% |
| 6M | +21.3% | +13.6% | +7.7% | +10.5% |
| YTD | +35.3% | +49.8% | -14.5% | +25.8% |
| 1Y | -2.7% | +47.9% | -50.6% | -8.5% |
| All | -2.7% | +49.4% | -52.1% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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