+4,495.9%
SMCI vs VFC
+15.3%
+4,480.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +2.4% |
| 7D | +9.7% | +0.8% | +8.8% | +9.3% |
| 30D | +29.3% | -11.9% | +41.3% | +35.4% |
| 3M | -8.5% | -20.2% | +11.7% | -0.8% |
| 6M | +28.6% | -23.0% | +51.6% | +42.0% |
| YTD | +37.5% | -26.2% | +63.8% | +53.8% |
| 1Y | +0.5% | -13.3% | +13.9% | +3.7% |
| 3Y | +43.4% | -25.5% | +68.9% | +32.6% |
| 5Y | +1,008.2% | -78.1% | +1,086.3% | +1,640.3% |
| 10Y | +1,776.0% | -68.8% | +1,844.8% | +2,092.5% |
| All | +4,495.9% | +15.3% | +4,480.6% | +1,999.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling