+950.2%
SMCI vs VCIT
+31.2%
+918.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -0.7% | -10.6% | -10.1% |
| 7D | -0.3% | -1.4% | +1.1% | +2.3% |
| 30D | -30.9% | +0.8% | -31.7% | -31.9% |
| 3M | -28.2% | -1.7% | -26.5% | -25.9% |
| 6M | -17.7% | -2.1% | -15.6% | -14.1% |
| YTD | -7.8% | -2.0% | -5.8% | -2.8% |
| 1Y | -28.8% | -1.5% | -27.3% | -25.6% |
| 3Y | +1.5% | +19.0% | -17.5% | -17.7% |
| 5Y | +517.8% | +3.8% | +514.0% | +487.2% |
| All | +950.2% | +31.2% | +918.9% | +806.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 10y: compounded portfolio wealth divided by compounded VCIT 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…
10y analysis · Full analysis span regression · 6 months rolling