+523.6%
SMCI vs DRI
+78.6%
+445.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -6.6% | +1.1% | -7.6% | -6.8% |
| 30D | -24.9% | +9.7% | -34.6% | -27.1% |
| 3M | -31.4% | +3.2% | -34.6% | -32.4% |
| 6M | -16.0% | +20.6% | -36.6% | -22.1% |
| YTD | -8.2% | +28.3% | -36.4% | -16.9% |
| 1Y | -23.4% | +34.5% | -58.0% | -32.1% |
| 3Y | +5.0% | +66.5% | -61.5% | -19.0% |
| All | +523.6% | +78.6% | +445.0% | +337.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling