+980.0%
SMCI vs DTE
+30.3%
+949.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.3% | +8.6% | +7.2% |
| 7D | +1.3% | -2.6% | +3.9% | +1.2% |
| 30D | +6.6% | -4.4% | +11.0% | +6.5% |
| 3M | +25.4% | -8.3% | +33.8% | +25.1% |
| 6M | +26.1% | -8.1% | +34.2% | +26.0% |
| YTD | +37.0% | +4.4% | +32.6% | +38.5% |
| 1Y | -8.8% | +0.2% | -8.9% | -8.1% |
| 3Y | +44.6% | +42.6% | +2.0% | +47.6% |
| All | +980.0% | +30.3% | +949.7% | +1,036.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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