-37.6%
SMCI vs DOC
+21.8%
-59.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.1% | -8.8% | -7.6% |
| 7D | -17.3% | +8.7% | -26.1% | -21.9% |
| 30D | -31.5% | +7.6% | -39.1% | -35.3% |
| 3M | -6.6% | -5.3% | -1.3% | -2.7% |
| 6M | +6.0% | +27.6% | -21.6% | -21.6% |
| YTD | +1.1% | +32.4% | -31.3% | -18.5% |
| 1Y | -37.6% | +22.9% | -60.4% | -50.6% |
| All | -37.6% | +21.8% | -59.4% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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