+19.5%
SM vs VCLT
+18.4%
+1.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | +20.3% | +0.1% | +20.2% | +20.2% |
| 3M | +22.9% | -2.9% | +25.8% | +24.1% |
| 6M | +47.8% | -4.0% | +51.8% | +49.6% |
| YTD | +107.5% | -2.2% | +109.7% | +107.9% |
| 1Y | +51.7% | -2.6% | +54.3% | +52.2% |
| 3Y | -0.9% | +12.3% | -13.1% | -8.0% |
| 5Y | +112.2% | -16.4% | +128.6% | +131.4% |
| All | +19.5% | +18.4% | +1.1% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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