+44.3%
VICI vs SITM
+4,532.8%
-4,488.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -2.1% |
| 7D | -3.6% | +4.8% | -8.4% | -4.1% |
| 30D | -4.8% | -9.7% | +4.9% | -4.1% |
| 3M | -11.5% | -9.3% | -2.2% | -11.9% |
| 6M | -12.8% | +69.5% | -82.3% | -20.4% |
| YTD | -9.1% | +70.5% | -79.6% | -17.7% |
| 1Y | -20.5% | +145.3% | -165.8% | -32.1% |
| 3Y | -5.8% | +432.8% | -438.6% | -33.6% |
| 5Y | +9.1% | +174.0% | -164.9% | -22.6% |
| All | +44.3% | +4,532.8% | -4,488.5% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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