+980.0%
SMCI vs DT
-27.6%
+1,007.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.7% | +8.0% | +7.5% |
| 7D | +1.3% | -1.6% | +2.9% | +1.8% |
| 30D | +6.6% | +3.0% | +3.6% | +5.0% |
| 3M | +25.4% | +26.5% | -1.1% | +11.3% |
| 6M | +26.1% | +35.9% | -9.8% | +7.8% |
| YTD | +37.0% | +17.8% | +19.2% | +24.0% |
| 1Y | -8.8% | +4.1% | -12.8% | -12.4% |
| 3Y | +44.6% | +5.3% | +39.3% | +37.1% |
| All | +980.0% | -27.6% | +1,007.5% | +940.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling