+1,770.3%
SMCI vs VIVK
-100.0%
+1,870.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -7.4% | +14.7% | +7.3% |
| 7D | +1.3% | -4.4% | +5.7% | +1.3% |
| 30D | +6.6% | -40.8% | +47.4% | +6.6% |
| 3M | +25.4% | -94.1% | +119.6% | +25.5% |
| 6M | +26.1% | -98.2% | +124.3% | +26.2% |
| YTD | +37.0% | -98.0% | +135.0% | +36.7% |
| 1Y | -8.8% | -100.0% | +91.2% | -7.7% |
| 3Y | +44.6% | -100.0% | +144.6% | +45.4% |
| 5Y | +995.9% | -100.0% | +1,095.9% | +1,003.1% |
| All | +1,770.3% | -100.0% | +1,870.3% | +1,700.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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