+33.5%
SM vs VCLT
+103.4%
-69.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | +0.1% | -0.5% | +0.6% | +0.1% |
| 30D | +26.3% | -0.9% | +27.2% | +26.4% |
| 3M | +8.7% | -3.2% | +11.9% | +9.0% |
| 6M | +51.7% | -3.8% | +55.5% | +52.1% |
| YTD | +99.0% | -2.0% | +101.1% | +99.1% |
| 1Y | +34.6% | -0.8% | +35.4% | +34.3% |
| 3Y | -7.8% | +12.3% | -20.0% | -9.4% |
| 5Y | +104.8% | -15.4% | +120.2% | +103.1% |
| 10Y | +7.2% | +15.7% | -8.5% | +13.2% |
| All | +33.5% | +103.4% | -69.9% | +103.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling