+980.0%
SMCI vs VCLT
-17.2%
+997.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | 0.0% | +7.2% | +7.2% |
| 7D | +1.3% | -1.4% | +2.6% | +2.9% |
| 30D | +6.6% | -1.2% | +7.8% | +8.2% |
| 3M | +25.4% | -4.8% | +30.2% | +32.7% |
| 6M | +26.1% | -2.6% | +28.7% | +32.7% |
| YTD | +37.0% | -3.3% | +40.3% | +45.0% |
| 1Y | -8.8% | -4.8% | -3.9% | -2.0% |
| 3Y | +44.6% | +11.5% | +33.1% | +37.8% |
| All | +980.0% | -17.2% | +997.2% | +1,025.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 5y: compounded portfolio wealth divided by compounded VCLT 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…
5y analysis · Full analysis span regression · 6 months rolling