-28.7%
SMCI vs DOC
+20.9%
-49.6%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.7% | +5.5% | +5.8% |
| 7D | -12.7% | +6.5% | -19.2% | -16.3% |
| 30D | -36.0% | +9.2% | -45.2% | -40.2% |
| 3M | -2.1% | -2.5% | +0.4% | -0.2% |
| 6M | -17.0% | +7.1% | -24.1% | -25.9% |
| YTD | -1.7% | +33.0% | -34.7% | -22.4% |
| 1Y | -28.7% | +23.3% | -52.0% | -43.4% |
| All | -28.7% | +20.9% | -49.6% | -43.4% |
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