+113.0%
SM vs VCLT
-17.3%
+130.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.7% |
| 7D | +2.1% | -1.3% | +3.4% | +2.3% |
| 30D | +18.1% | -1.1% | +19.3% | +18.3% |
| 3M | +17.0% | -3.7% | +20.7% | +17.5% |
| 6M | +55.4% | -4.0% | +59.4% | +56.0% |
| YTD | +108.6% | -3.4% | +111.9% | +108.9% |
| 1Y | +45.7% | -4.1% | +49.8% | +46.2% |
| 3Y | -0.3% | +11.0% | -11.3% | -4.2% |
| 5Y | +113.0% | -17.0% | +130.0% | +106.2% |
| All | +113.0% | -17.3% | +130.3% | +106.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling