-2.7%
SMCI vs DT
+4.0%
-6.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.6% | +6.2% | +4.9% |
| 7D | +6.8% | -3.3% | +10.1% | +7.4% |
| 30D | +30.6% | +2.0% | +28.5% | +29.9% |
| 3M | -15.6% | +20.0% | -35.6% | -19.2% |
| 6M | +21.3% | +39.3% | -18.0% | +10.5% |
| YTD | +35.3% | +19.8% | +15.5% | +33.6% |
| 1Y | -2.7% | +4.3% | -7.0% | +5.6% |
| All | -2.7% | +4.0% | -6.8% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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