+34.8%
SMCI vs DT
+8.0%
+26.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.6% | -5.6% | -4.6% |
| 7D | -1.3% | -2.5% | +1.2% | -0.5% |
| 30D | +18.3% | +3.5% | +14.7% | +16.4% |
| 3M | +27.7% | +26.7% | +1.0% | +13.4% |
| 6M | +17.6% | +36.1% | -18.6% | +0.6% |
| YTD | +27.7% | +18.6% | +9.1% | +16.8% |
| 1Y | -14.9% | +7.9% | -22.8% | -17.6% |
| All | +34.8% | +8.0% | +26.8% | +35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling