+13.9%
SMCI vs VCIT
+19.7%
-5.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.1% | +6.3% | +6.6% |
| 7D | -12.7% | +0.1% | -12.8% | -13.1% |
| 30D | -36.0% | +1.9% | -37.9% | -40.6% |
| 3M | -2.1% | -1.4% | -0.7% | +3.5% |
| 6M | -17.0% | -2.1% | -14.9% | -9.2% |
| YTD | -1.7% | -1.6% | -0.1% | +7.5% |
| 1Y | -28.7% | -0.9% | -27.8% | -23.7% |
| 3Y | +13.9% | +20.0% | -6.1% | -35.5% |
| All | +13.9% | +19.7% | -5.8% | -35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling