+1,142.3%
SMCI vs VST
+968.1%
+174.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +10.6% | -4.3% | +1.1% |
| 7D | -12.7% | -9.8% | -2.9% | -8.5% |
| 30D | -36.0% | -25.1% | -10.9% | -26.6% |
| 3M | -2.1% | -11.6% | +9.5% | +3.7% |
| 6M | -17.0% | -20.9% | +3.9% | -6.6% |
| YTD | -1.7% | -22.3% | +20.6% | +11.9% |
| 1Y | -28.7% | -32.0% | +3.3% | -14.2% |
| 3Y | +13.9% | +262.4% | -248.5% | -28.1% |
| 5Y | +517.4% | +563.4% | -45.9% | +218.0% |
| 10Y | +1,204.3% | +1,120.7% | +83.6% | +435.5% |
| All | +1,142.3% | +968.1% | +174.2% | +415.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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