+4,167.1%
SMCI vs DE
+1,725.1%
+2,442.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | -1.3% | -2.4% | +1.1% | -0.1% |
| 30D | +18.3% | +9.7% | +8.6% | +12.2% |
| 3M | +27.7% | +21.4% | +6.3% | +14.9% |
| 6M | +17.6% | +15.0% | +2.6% | +9.2% |
| YTD | +27.7% | +46.4% | -18.7% | +4.9% |
| 1Y | -14.9% | +45.6% | -60.5% | -30.4% |
| 3Y | +33.2% | +76.8% | -43.6% | -1.7% |
| 5Y | +921.6% | +99.4% | +822.2% | +592.2% |
| 10Y | +1,672.4% | +864.6% | +807.8% | +415.7% |
| All | +4,167.1% | +1,725.1% | +2,442.0% | +884.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling