+921.6%
SMCI vs VFC
-79.4%
+1,001.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -3.6% |
| 7D | -1.3% | -3.3% | +2.0% | -0.4% |
| 30D | +18.3% | -14.0% | +32.3% | +23.1% |
| 3M | +27.7% | -22.6% | +50.3% | +36.4% |
| 6M | +17.6% | -24.7% | +42.3% | +27.5% |
| YTD | +27.7% | -29.0% | +56.7% | +40.3% |
| 1Y | -14.9% | -13.8% | -1.1% | -11.7% |
| 3Y | +33.2% | -28.2% | +61.4% | +33.5% |
| 5Y | +921.6% | -79.0% | +1,000.6% | +1,704.5% |
| All | +921.6% | -79.4% | +1,001.0% | +1,704.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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