+1,127.4%
SMCI vs RDW
-0.7%
+1,128.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.3% | +9.6% | +7.8% |
| 7D | +1.3% | +0.9% | +0.4% | +1.0% |
| 30D | +6.6% | -21.3% | +27.9% | +12.1% |
| 3M | +25.4% | -37.9% | +63.3% | +36.6% |
| 6M | +26.1% | +12.3% | +13.9% | +19.7% |
| YTD | +37.0% | +39.7% | -2.7% | +20.9% |
| 1Y | -8.8% | +25.7% | -34.4% | -19.7% |
| 3Y | +44.6% | +230.8% | -186.2% | +4.7% |
| 5Y | +995.9% | -8.8% | +1,004.7% | +767.1% |
| All | +1,127.4% | -0.7% | +1,128.2% | +855.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling