+1,100.4%
SMCI vs VST
+1,022.7%
+77.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -1.8% |
| 7D | -11.5% | -6.0% | -5.4% | -9.2% |
| 30D | -33.6% | -18.8% | -14.8% | -26.8% |
| 3M | -11.7% | -8.0% | -3.6% | -8.3% |
| 6M | -21.4% | -10.9% | -10.5% | -16.4% |
| YTD | -5.1% | -18.3% | +13.3% | +5.3% |
| 1Y | -30.9% | -29.9% | -0.9% | -18.2% |
| 3Y | +4.5% | +290.3% | -285.8% | -36.2% |
| 5Y | +534.2% | +635.3% | -101.1% | +213.4% |
| 10Y | +1,062.8% | +1,162.4% | -99.6% | +365.9% |
| All | +1,100.4% | +1,022.7% | +77.7% | +385.7% |
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