+2,967.4%
SMCI vs DRI
+1,024.9%
+1,942.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | -6.6% | +1.1% | -7.6% | -6.9% |
| 30D | -24.9% | +9.7% | -34.6% | -27.5% |
| 3M | -31.4% | +3.2% | -34.6% | -32.7% |
| 6M | -16.0% | +20.6% | -36.6% | -22.5% |
| YTD | -8.2% | +28.3% | -36.4% | -17.3% |
| 1Y | -23.4% | +34.5% | -58.0% | -32.3% |
| 3Y | +5.0% | +66.5% | -61.5% | -16.2% |
| 5Y | +515.0% | +79.6% | +435.4% | +374.6% |
| 10Y | +953.7% | +333.8% | +619.9% | +424.2% |
| All | +2,967.4% | +1,024.9% | +1,942.5% | +785.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling