+1,138.2%
SMCI vs VRT
+1,936.0%
-797.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | +1.5% |
| 7D | -6.6% | +10.5% | -17.1% | -11.8% |
| 30D | -24.9% | -9.3% | -15.6% | -22.0% |
| 3M | -31.4% | -29.6% | -1.8% | -18.4% |
| 6M | -16.0% | -45.4% | +29.3% | +13.8% |
| YTD | -8.2% | +24.8% | -33.0% | -21.7% |
| 1Y | -23.4% | +23.6% | -47.0% | -34.6% |
| 3Y | +5.0% | +379.7% | -374.6% | -52.7% |
| 5Y | +515.0% | +660.3% | -145.3% | +107.4% |
| All | +1,138.2% | +1,936.0% | -797.8% | +149.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 VRT 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