+34.8%
SMCI vs DLR
+55.5%
-20.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.0% | -1.5% |
| 7D | -1.3% | -1.3% | 0.0% | +0.4% |
| 30D | +18.3% | -2.9% | +21.1% | +23.6% |
| 3M | +27.7% | +3.2% | +24.5% | +20.9% |
| 6M | +17.6% | +3.9% | +13.7% | +14.5% |
| YTD | +27.7% | +21.4% | +6.3% | +2.1% |
| 1Y | -14.9% | +9.7% | -24.6% | -23.1% |
| All | +34.8% | +55.5% | -20.7% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 3y: compounded portfolio wealth divided by compounded DLR 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…
3y analysis · Full analysis span regression · 6 months rolling