+4,167.1%
SMCI vs DTE
+587.3%
+3,579.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -3.4% |
| 7D | -1.3% | -2.0% | +0.7% | -0.4% |
| 30D | +18.3% | -2.4% | +20.7% | +19.6% |
| 3M | +27.7% | -7.3% | +35.0% | +31.8% |
| 6M | +17.6% | -7.6% | +25.2% | +21.8% |
| YTD | +27.7% | +5.8% | +21.9% | +24.6% |
| 1Y | -14.9% | +2.3% | -17.2% | -15.9% |
| 3Y | +33.2% | +45.0% | -11.8% | +7.9% |
| 5Y | +921.6% | +33.2% | +888.4% | +741.3% |
| 10Y | +1,672.4% | +141.4% | +1,531.0% | +886.5% |
| All | +4,167.1% | +587.3% | +3,579.8% | +862.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling