-13.2%
SM vs VLTO
+56.1%
-69.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.6% | -3.0% |
| 7D | -22.3% | +2.0% | -24.3% | -22.8% |
| 30D | -21.4% | +21.8% | -43.2% | -26.3% |
| 3M | +1.4% | +20.2% | -18.9% | -4.7% |
| 6M | +0.1% | +36.3% | -36.2% | -10.9% |
| YTD | +59.0% | +18.8% | +40.1% | +49.5% |
| 1Y | +64.3% | +20.4% | +43.9% | +53.1% |
| 3Y | -13.1% | +71.9% | -85.0% | -25.5% |
| All | -13.2% | +56.1% | -69.3% | -27.5% |
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