+94.9%
VICI vs SM
+92.9%
+2.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -2.3% | +4.6% | -6.9% | -2.8% |
| 30D | -4.8% | +18.2% | -23.0% | -6.6% |
| 3M | -10.1% | +22.5% | -32.6% | -12.5% |
| 6M | -9.7% | +50.6% | -60.3% | -14.6% |
| YTD | -8.8% | +108.1% | -116.9% | -17.1% |
| 1Y | -20.2% | +46.0% | -66.2% | -24.8% |
| 3Y | -5.8% | +2.9% | -8.7% | -9.9% |
| 5Y | +9.5% | +112.6% | -103.1% | -6.9% |
| All | +94.9% | +92.9% | +2.0% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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