-8.8%
SMCI vs RDW
+29.5%
-38.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.3% | +9.6% | +7.9% |
| 7D | +1.3% | +0.9% | +0.4% | +1.0% |
| 30D | +6.6% | -21.3% | +27.9% | +13.2% |
| 3M | +25.4% | -37.9% | +63.3% | +38.4% |
| 6M | +26.1% | +12.3% | +13.9% | +18.3% |
| YTD | +37.0% | +39.7% | -2.7% | +19.8% |
| 1Y | -8.8% | +25.7% | -34.4% | -19.2% |
| All | -8.8% | +29.5% | -38.3% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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