+46.0%
SM vs VCLT
-4.4%
+50.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.1% |
| 7D | +4.6% | -1.4% | +5.9% | +1.3% |
| 30D | +18.2% | -1.2% | +19.4% | +15.1% |
| 3M | +22.5% | -4.8% | +27.3% | +11.4% |
| 6M | +50.6% | -2.6% | +53.1% | +43.2% |
| YTD | +108.1% | -3.3% | +111.5% | +96.3% |
| 1Y | +46.0% | -4.8% | +50.8% | +36.4% |
| All | +46.0% | -4.4% | +50.4% | +36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling