+44.6%
SMCI vs DVA
+89.6%
-45.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.1% | +7.2% | +7.2% |
| 7D | +1.3% | -1.3% | +2.6% | +1.7% |
| 30D | +6.6% | 0.0% | +6.6% | +6.5% |
| 3M | +25.4% | -10.9% | +36.4% | +28.0% |
| 6M | +26.1% | +17.3% | +8.9% | +15.9% |
| YTD | +37.0% | +59.8% | -22.8% | +12.4% |
| 1Y | -8.8% | +36.3% | -45.0% | -20.6% |
| 3Y | +44.6% | +88.6% | -44.0% | +10.5% |
| All | +44.6% | +89.6% | -45.0% | +10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling