+44.6%
SMCI vs DE
+74.6%
-30.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.3% | +7.6% | +7.5% |
| 7D | +1.3% | -2.6% | +3.9% | +2.8% |
| 30D | +6.6% | +9.0% | -2.4% | +0.4% |
| 3M | +25.4% | +19.1% | +6.3% | +11.3% |
| 6M | +26.1% | +14.4% | +11.8% | +15.0% |
| YTD | +37.0% | +45.9% | -8.9% | +8.1% |
| 1Y | -8.8% | +43.6% | -52.4% | -27.9% |
| 3Y | +44.6% | +75.9% | -31.3% | +2.1% |
| All | +44.6% | +74.6% | -30.0% | +2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling