-0.9%
SMCI vs VLTO
+56.3%
-57.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -3.0% | -2.9% |
| 7D | -11.5% | +1.6% | -13.1% | -11.7% |
| 30D | -33.6% | +22.0% | -55.6% | -36.5% |
| 3M | -11.7% | +21.9% | -33.6% | -15.7% |
| 6M | -21.4% | +36.5% | -57.9% | -28.3% |
| YTD | -5.1% | +19.0% | -24.0% | -8.5% |
| 1Y | -30.9% | +21.0% | -51.8% | -34.3% |
| 3Y | +4.5% | +69.9% | -65.4% | -16.6% |
| All | -0.9% | +56.3% | -57.2% | -17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling