+38.8%
SMCI vs VLTO
+25.1%
+13.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.1% |
| 7D | +5.2% | -2.6% | +7.8% | +5.9% |
| 30D | +23.7% | -2.5% | +26.2% | +24.4% |
| 3M | -4.2% | +10.1% | -14.3% | -8.0% |
| 6M | +21.7% | +1.0% | +20.7% | +21.0% |
| YTD | +33.0% | -4.8% | +37.8% | +35.0% |
| 1Y | -9.3% | -9.3% | 0.0% | -5.9% |
| All | +38.8% | +25.1% | +13.7% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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