-2.7%
SMCI vs DRI
+6.9%
-9.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.5% | +5.1% | +4.6% |
| 7D | +6.8% | +0.6% | +6.2% | +6.7% |
| 30D | +30.6% | +3.8% | +26.7% | +30.2% |
| 3M | -15.6% | +13.0% | -28.6% | -17.0% |
| 6M | +21.3% | +8.3% | +12.9% | +20.2% |
| YTD | +35.3% | +20.6% | +14.6% | +34.0% |
| 1Y | -2.7% | +6.5% | -9.2% | -3.1% |
| All | -2.7% | +6.9% | -9.7% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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