+538.5%
SMCI vs DOC
-21.4%
+560.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.7% | +5.5% | +5.9% |
| 7D | -12.7% | +6.5% | -19.2% | -15.4% |
| 30D | -36.0% | +9.2% | -45.2% | -39.0% |
| 3M | -2.1% | -2.5% | +0.4% | -1.4% |
| 6M | -17.0% | +7.1% | -24.1% | -21.5% |
| YTD | -1.7% | +33.0% | -34.7% | -15.3% |
| 1Y | -28.7% | +23.3% | -52.0% | -36.7% |
| 3Y | +13.9% | +44.9% | -31.1% | -7.7% |
| All | +538.5% | -21.4% | +560.0% | +588.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling