+4.2%
SM vs VCLT
-16.7%
+20.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +9.4% | -2.3% | +11.7% | +9.6% |
| 30D | -14.4% | +0.8% | -15.1% | -14.5% |
| 3M | +1.6% | -2.7% | +4.2% | +1.7% |
| 6M | +6.3% | -4.3% | +10.6% | +6.7% |
| YTD | +78.8% | -4.3% | +83.1% | +79.0% |
| 1Y | +83.1% | -4.4% | +87.5% | +83.3% |
| 3Y | -5.9% | +13.8% | -19.7% | -10.5% |
| All | +4.2% | -16.7% | +20.9% | -15.0% |
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