-30.9%
SMCI vs DOC
+22.2%
-53.1%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.2% |
| 7D | -11.5% | +4.3% | -15.8% | -13.9% |
| 30D | -33.6% | +9.2% | -42.8% | -37.9% |
| 3M | -11.7% | -0.8% | -10.8% | -11.0% |
| 6M | -21.4% | +7.1% | -28.5% | -29.6% |
| YTD | -5.1% | +34.0% | -39.0% | -25.7% |
| 1Y | -30.9% | +23.2% | -54.0% | -45.4% |
| All | -30.9% | +22.2% | -53.1% | -45.4% |
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