+980.0%
SMCI vs DG
-37.9%
+1,017.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.3% | +6.0% | +7.3% |
| 7D | +1.3% | -6.5% | +7.8% | +1.4% |
| 30D | +6.6% | +4.2% | +2.5% | +6.6% |
| 3M | +25.4% | +9.5% | +15.9% | +24.9% |
| 6M | +26.1% | -13.1% | +39.3% | +26.0% |
| YTD | +37.0% | -4.8% | +41.8% | +36.7% |
| 1Y | -8.8% | +20.6% | -29.4% | -9.3% |
| 3Y | +44.6% | +4.9% | +39.7% | +42.4% |
| All | +980.0% | -37.9% | +1,017.9% | +1,063.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling