-2.7%
SMCI vs DVA
+35.1%
-37.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.3% | +3.3% | +4.2% |
| 7D | +6.8% | +1.8% | +4.9% | +6.3% |
| 30D | +30.6% | -2.5% | +33.1% | +31.3% |
| 3M | -15.6% | -4.3% | -11.3% | -16.9% |
| 6M | +21.3% | +18.9% | +2.4% | +10.8% |
| YTD | +35.3% | +61.9% | -26.7% | +20.0% |
| 1Y | -2.7% | +35.7% | -38.5% | -9.8% |
| All | -2.7% | +35.1% | -37.9% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling