+1,333.7%
SMCI vs DFNS
-99.9%
+1,433.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.5% | +9.8% | +7.3% |
| 7D | +1.3% | -6.3% | +7.6% | +1.3% |
| 30D | +6.6% | -74.0% | +80.6% | +6.8% |
| 3M | +25.4% | -70.1% | +95.6% | +24.9% |
| 6M | +26.1% | -93.9% | +120.1% | +26.2% |
| YTD | +37.0% | -98.1% | +135.1% | +37.3% |
| 1Y | -8.8% | -98.3% | +89.5% | -8.5% |
| 3Y | +44.6% | -99.9% | +144.5% | +53.7% |
| 5Y | +995.9% | -99.9% | +1,095.8% | +1,060.1% |
| All | +1,333.7% | -99.9% | +1,433.5% | +1,467.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 10y: compounded portfolio wealth divided by compounded DFNS 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…
10y analysis · Full analysis span regression · 6 months rolling