-2.4%
SM vs VLTO
+56.4%
-58.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.8% | -0.3% |
| 7D | +9.4% | +1.0% | +8.4% | +9.1% |
| 30D | -14.4% | +17.5% | -31.8% | -18.8% |
| 3M | +1.6% | +21.4% | -19.8% | -4.8% |
| 6M | +6.3% | +38.1% | -31.8% | -5.9% |
| YTD | +78.8% | +19.0% | +59.8% | +68.1% |
| 1Y | +83.1% | +20.7% | +62.5% | +70.4% |
| 3Y | -5.9% | +64.3% | -70.2% | -19.4% |
| All | -2.4% | +56.4% | -58.8% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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