+2,046.1%
SMCI vs DT
+98.4%
+1,947.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.5% |
| 7D | +5.2% | -0.5% | +5.7% | +5.3% |
| 30D | +23.7% | +0.1% | +23.7% | +23.4% |
| 3M | -4.2% | +24.1% | -28.3% | -13.1% |
| 6M | +21.7% | +30.1% | -8.4% | +7.9% |
| YTD | +33.0% | +16.8% | +16.3% | +22.1% |
| 1Y | -9.3% | -0.1% | -9.2% | -11.5% |
| 3Y | +38.7% | +6.8% | +31.9% | +31.0% |
| 5Y | +967.2% | -28.4% | +995.5% | +983.7% |
| All | +2,046.1% | +98.4% | +1,947.7% | +1,372.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling