+4,167.1%
SMCI vs DVA
+582.8%
+3,584.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.7% |
| 7D | -1.3% | -0.2% | -1.1% | -1.3% |
| 30D | +18.3% | +1.7% | +16.6% | +17.6% |
| 3M | +27.7% | -8.7% | +36.4% | +30.1% |
| 6M | +17.6% | +19.7% | -2.1% | +8.4% |
| YTD | +27.7% | +59.6% | -31.9% | +4.5% |
| 1Y | -14.9% | +37.1% | -52.0% | -26.6% |
| 3Y | +33.2% | +89.8% | -56.6% | +0.4% |
| 5Y | +921.6% | +47.4% | +874.2% | +707.8% |
| 10Y | +1,672.4% | +184.9% | +1,487.5% | +872.1% |
| All | +4,167.1% | +582.8% | +3,584.3% | +1,559.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling