-37.6%
SMCI vs DRI
+34.0%
-71.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +5.1% | -10.8% | -5.3% |
| 7D | -17.3% | +6.5% | -23.8% | -17.0% |
| 30D | -31.5% | +16.4% | -47.9% | -31.4% |
| 3M | -6.6% | +13.6% | -20.2% | -6.3% |
| 6M | +6.0% | +22.0% | -16.0% | +4.4% |
| YTD | +1.1% | +29.3% | -28.2% | +0.3% |
| 1Y | -37.6% | +32.0% | -69.6% | -38.9% |
| All | -37.6% | +34.0% | -71.5% | -38.9% |
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