-37.6%
SMCI vs DG
+45.3%
-82.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +8.5% | -14.2% | -5.0% |
| 7D | -17.3% | +12.3% | -29.6% | -16.6% |
| 30D | -31.5% | +19.3% | -50.8% | -31.0% |
| 3M | -6.6% | +11.9% | -18.4% | -5.8% |
| 6M | +6.0% | +25.0% | -19.0% | +3.8% |
| YTD | +1.1% | +8.7% | -7.6% | -0.5% |
| 1Y | -37.6% | +44.7% | -82.2% | -43.6% |
| All | -37.6% | +45.3% | -82.8% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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