-8.5%
SMCI vs DG
+24.0%
-32.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.0% | +5.7% | 0.0% |
| 7D | +9.7% | -2.5% | +12.1% | +8.5% |
| 30D | +29.3% | +1.0% | +28.3% | +29.9% |
| 3M | -8.5% | +20.3% | -28.8% | -14.2% |
| All | -8.5% | +24.0% | -32.5% | -14.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling